On the condition of no unbounded profit with bounded risk

Publisher: Graduate School of Commerce and Management, Hitotsubashi University

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Summary, etc.：: As a simple corollary to Delbaen and Schachermayer’s fundamental theorem of asset pricing [5] [6] [7], we prove, in a general finite-dimensional semim...

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Material Type: 文書・図像類
Title: On the condition of no unbounded profit with bounded risk
Author/Editor: 高岡, 浩一郎
Author Heading: 高岡, 浩一郎
Publication, Distribution, etc.: Graduate School of Commerce and Management, Hitotsubashi University
Publication Date: 2010-04
Publication Date (W3CDTF): 2010-04
Text Language Code: eng
Subject Heading: Mathematical finance
Fundamental theorem of asset pricing
Martingale
Sigma-martingale
NUPBR
Target Audience: 一般
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/18812/070cmWP_131.pdf
Access Restrictions: インターネット公開
Periodical Title: Working paper ; No. 131
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources