121 citations · 190 across the 14 of their papers we have counts for
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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…
math.PR2014
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Christa Cuchiero, Josef Teichmann
We show that \emph{No unbounded profit with bounded risk} (NUPBR) implies \emph{predictable uniform tightness} (P-UT), a boundedness property in the Emery topology which has been i…