121 citations · 190 across the 14 of their papers we have counts for
Showing q-fin.MFShow all
2 papers · 1 filter
q-fin.MF2017
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting
Christa Cuchiero, Irene Klein, Josef Teichmann
We present a version of the fundamental theorem of asset pricing (FTAP) for continuous time large financial markets with two filtrations in an -setting for $ 1 \leq p < \infty…
q-fin.MF2014
A new perspective on the fundamental theorem of asset pricing for large financial markets
Christa Cuchiero, Irene Klein, Josef Teichmann
In the context of large financial markets we formulate the notion of \emph{no asymptotic free lunch with vanishing risk} (NAFLVR), under which we can prove a version of the fundame…