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The Fundamental Theorem of Asset Pricing

In: HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I

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  • Walter Schachermayer

Abstract

The subsequent theorem is one of the pillars supporting the modern theory of Mathematical Finance…

Suggested Citation

  • Walter Schachermayer, 2013. "The Fundamental Theorem of Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 2, pages 31-48, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814417358_0002
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    Cited by:

    1. Erhan Bayraktar & Yu-Jui Huang & Zhou Zhou, 2013. "On hedging American options under model uncertainty," Papers 1309.2982, arXiv.org, revised Apr 2015.
    2. Zhaoxu Hou & Jan Obloj, 2015. "On robust pricing-hedging duality in continuous time," Papers 1503.02822, arXiv.org, revised Jul 2015.
    3. Beatrice Acciaio & Martin Larsson, 2015. "Semi-static completeness and robust pricing by informed investors," Papers 1510.01890, arXiv.org, revised Sep 2016.
    4. Erhan Bayraktar & Zhou Zhou, 2015. "Arbitrage, hedging and utility maximization using semi-static trading strategies with American options," Papers 1502.06681, arXiv.org, revised Feb 2016.
    5. Romain Blanchard & Laurence Carassus, 2019. "No-arbitrage with multiple-priors in discrete time," Papers 1904.08780, arXiv.org, revised Oct 2019.
    6. Jan Obloj & Johannes Wiesel, 2018. "A unified Framework for Robust Modelling of Financial Markets in discrete time," Papers 1808.06430, arXiv.org, revised Dec 2019.

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