Arbitrage and Duality in Nondominated Discrete-Time Models

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Date: 2014-02-09 14:45:40 Probability and statistics Mathematics Stochastic processes Martingale theory Randomness Risk-neutral measure Martingale Superhedging price Borel set Probability theory Statistics Mathematical finance		Arbitrage and Duality in Nondominated Discrete-Time Models Add to Reading List Source URL: www.math.columbia.edu Download Document from Source Website File Size: 454,34 KB Share Document on Facebook

	Contents Formaliz. MathModelling Real World Using Stochastic Processes and Filtration By Peter Jaeger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . DocID: 1rh7d - View Document
	REFERENCE MEASURES AND THE FINE TOPOLOGY PRELIMINARY VERSION, December 5, 1999 LUTZ WEIS AND DIRK WERNER Abstract. It is proved that a positive kernel on a Polish space X has a reference measure if and only if the associ DocID: 1qA6L - View Document
	A Framework for the Analysis of Self-Con…rming Policies P. Battigalli,a S. Cerreia-Vioglio,a F. Maccheroni,a M. Marinacci,a T. Sargentb a b DocID: 1q5Qv - View Document
	Introduction Open games Determinacy and the Axiom of Choice Axiom of Determinacy The Perfect Subset Property DocID: 1p68A - View Document
	Measurable functions are of bounded variation on a set of dimension 1/2 Andr´as M´ath´e∗ Abstract We show that for every Lebesgue measurable function f : [0, 1] → R there exists a compact set C DocID: 1oFMU - View Document