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An elementary proof of the Dalang–Morton–Willinger theorem

Year: 2007

Type: article

Abstract: L. C. G. Rogers has given an elementary proof of the fundamental theorem of asset pricing in the case of finite discrete time, due originally to Dalang, Morton and Willinger. The purpose of this paper is to give an even simpler proof of this important the

Source: Applicationes Mathematicae

DOI: 10.4064/am34-4-1

Authors: Armen Edigarian, Agnieszka Rygiel

Institutions: Jagiellonian University, Akademia Tarnowska

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1973410362

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