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Lectures on Probability Theory and Statistics pp 173–179Cite as

Some Applications of the Fundamental Theorem of Asset Pricing

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Editor information

Editors and Affiliations

  1. Institute for Applied Mathematics, Probability Theory and Statistics, University of Bonn, Wegelerstr. 6, 53115, Bonn, Germany

    Sergio Albeverio

  2. Department of Financial and Actuarial Mathematics, Vienna University of Technology, Wiedner Hauptstraße 8-10/105, 1040, Vienna, Austria

    Walter Schachermayer

  3. Equipe d’Analyse, Université Paris VI, 4 Place Jussieu, 75230, Paris Cedex 05, France

    Michel Talagrand

  4. Laboratoire de Mathématiques Appliquées UMR CNRS 6620, Université Blaise Pascal, 63177, Aubière Cedex, Clermont-Ferrand, France

    Pierre Bernard

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(2003). Some Applications of the Fundamental Theorem of Asset Pricing. In: Albeverio, S., Schachermayer, W., Talagrand, M., Bernard, P. (eds) Lectures on Probability Theory and Statistics. Lecture Notes in Mathematics, vol 1816. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44922-1_11

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  • DOI: https://doi.org/10.1007/3-540-44922-1_11

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40335-7

  • Online ISBN: 978-3-540-44922-5

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