A conditional version of the second fundamental theorem of asset pricing in discrete time
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References listed on IDEAS
- Bruno Bouchard & Marcel Nutz, 2013. "Arbitrage and duality in nondominated discrete-time models," Papers 1305.6008, arXiv.org, revised Mar 2015.
- Detlefsen, Kai & Scandolo, Giacomo, 2005. "Conditional and dynamic convex risk measures," SFB 649 Discussion Papers 2005-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kai Detlefsen & Giacomo Scandolo, 2005. "Conditional and dynamic convex risk measures," Finance and Stochastics, Springer, vol. 9(4), pages 539-561, October.
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Cited by:
- Philippe ARTZNER & Karl-Theodor EISELE & Thorsten SCHMIDT, 2022. "Insurance-Finance Arbitrage," Working Papers of LaRGE Research Center 2022-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
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