The fundamental theorem of asset pricing for unbounded stochastic processes

[1]  Robert J. Elliott,et al.  The Fundamental Theorem of Asset Pricing , 1999 .

[2]  F. Delbaen,et al.  A compactness principle for bounded sequences of martingales with applications , 1999 .

[3]  Walter Schachermayer,et al.  The no-arbitrage property under a change of numéraire , 1995 .

[4]  N. Karoui,et al.  Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market , 1995 .

[5]  Yu. M. Kabanov,et al.  No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem , 1995 .

[6]  Leonard Rogers,et al.  Equivalent martingale measures and no-arbitrage , 1994 .

[7]  F. Delbaen,et al.  A general version of the fundamental theorem of asset pricing , 1994 .

[8]  Christophe Stricker,et al.  Couverture des actifs contingents et prix maximum , 1994 .

[9]  Walter Schachermayer,et al.  Weighted Norm Inequalities and Closedness of a Space of Stochastic Integrals , 1994 .

[10]  W. Schachermayer.  MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON , 1994 .

[11]  Walter Schachermayer,et al.  A Simple Counterexample to Several Problems in the Theory of Asset Pricing , 1993 .

[12]  Walter Schachermayer,et al.  A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time , 1992 .

[13]  Saul D. Jacka,et al.  A Martingale Representation Result and an Application to Incomplete Financial Markets , 1992 .

[14]  Freddy Delbaen,et al.  REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED , 1992 .

[15]  On the existence of equivalent local martingale measures , 1991 .

[16]  Robert C. Dalang,et al.  Equivalent martingale measures and no-arbitrage in stochastic securities market models , 1990 .

[17]  Christophe Stricker,et al.  Arbitrage et lois de martingale , 1990 .

[18]  A. Shiryaev,et al.  Limit Theorems for Stochastic Processes , 1987 .

[19]  J. Harrison,et al.  Martingales and stochastic integrals in the theory of continuous trading , 1981 .

[20]  David M. Kreps.  Arbitrage and equilibrium in economies with infinitely many commodities , 1981 .

[21]  Yan Jia-An,et al.  Caractérisation d’une classe d’ensembles convexes de $L^1$ ou $H^1$ , 1980 .

[22]  Michel Émery,et al.  Compensation de processus à variation finie non localement intégrables , 1980 .

[23]  David M. Kreps,et al.  Martingales and arbitrage in multiperiod securities markets , 1979 .

[24]  J. Jacod.  Calcul stochastique et problèmes de martingales , 1979 .

[25]  C. Dellacherie.  Capacités et processus stochastiques , 1972 .

[26]  R. Aumann.  INTEGRALS OF SET-VALUED FUNCTIONS , 1965 .