The Dalang-Morton-Willinger theorem under cone constraints

Journal of Mathematical Economics

Volumn 39, Issue 1-2, 2003, Pages 111-126

  Napp, C ^a,b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b CREST   (France)

Author keywords

Arbitrage; Cone constraints; Dalang Morton Willinger theorem; Short sale constraints

Indexed keywords

EID: 0037301608     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(02)00085-X     Document Type: Article

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