Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets

Abstract

In the article a strenthened version of the 'Fundamental Theorem of asset Pricing' for one-period market model is proven. The principal role in this result play total and nonanihilating cones.

arXiv comment10 pages, 1 figure. arXiv admin note: substantial text overlap with arXiv:1410.4807