مرکز منطقه ای اطلاع رساني علوم و فناوري - Arbitrage and state price deflators in a general intertemporal framework

Title of article :

Arbitrage and state price deflators in a general intertemporal framework

Author/Authors :

Elyès Jouini، نويسنده , , Clotilde Napp، نويسنده , , Walter Schachermayer، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2005

Pages :

From page :

722

To page :

734

Keywords :

free lunch , State price deflators , Investment opportunities , Fundamental theorem of asset pricing , Arbitrage

Journal title :

Journal of Mathematical Economics

Serial Year :

2005

Journal title :

Journal of Mathematical Economics

Record number :

155990

Link To Document :