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On a Lemma of Schachermayr

Strasser, Helmut (1997) On a Lemma of Schachermayr. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 5. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

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Abstract

In this paper we prove a topological lemma on real valued random variables which implies the basic ingredients for the proof of the Fundamental Theorem of Asset Pricing in the two period case. In particular, previous results of Stricker and of Schachermayer are special cases of our result. Our proof is considerably shorter and more transparent than previous proofs of related special cases.

Item Type: Paper
Keywords: topological lemma / asset pricing
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Departments > Informationsverarbeitung u Prozessmanag. > Informationswirtschaft
Departments > Informationsverarbeitung u Prozessmanag. > Produktionsmanagement > Taudes
Departments > Marketing > Service Marketing und Tourismus
Depositing User: Repository Administrator
Date Deposited: 29 Mar 2006 18:39
Last Modified: 14 Jan 2017 01:47
URI: http://epub.wu.ac.at/id/eprint/1794

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