مرکز منطقه ای اطلاع رساني علوم و فناوري - The Dalang–Morton

Title of article :

The Dalang–Morton–Willinger theorem under cone constraints

Author/Authors :

C. Napp، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2003

Pages :

From page :

111

To page :

126

Keywords :

Arbitrage , Dalang–Morton–Willinger theorem , Short sale constraints , Cone constraints

Journal title :

Journal of Mathematical Economics

Serial Year :

2003

Journal title :

Journal of Mathematical Economics

Record number :

155874

Link To Document :