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Corrigendum: “Pricing And Valuation Under The Real-World Measure”

Author

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  • GABRIEL FRAHM

    (Department of Mathematics and Statistics, Helmut Schmidt University, Holstenhofweg 85, D-22043 Hamburg, Germany)

Abstract

In order to prove the third fundamental theorem of asset pricing for financial markets with infinite lifetime [G. Frahm (2016) Pricing and valuation under the real-world measure, International Journal of Theoretical and Applied Finance 19, 1650006], we shall assume that the discounted price process is locally bounded. Otherwise, some principal results developed by [F. Delbaen & W. Schachermayer (1997) The Banach space of workable contingent claims in arbitrage theory, Annales de l’Institut Henri Poincaré 1, 114–144] cannot be applied.

Suggested Citation

  • Gabriel Frahm, 2018. "Corrigendum: “Pricing And Valuation Under The Real-World Measure”," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-4, June.
    • Handle: RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918920012
    DOI: 10.1142/S0219024918920012
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    References listed on IDEAS

    as
    1. Gabriel Frahm, 2013. "Pricing and Valuation under the Real-World Measure," Papers 1304.3824, arXiv.org, revised Jan 2016.
    2. Gabriel Frahm, 2016. "Pricing And Valuation Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-39, February.
    Full references (including those not matched with items on IDEAS)

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