A note on extremality and completeness in financial markets with infinitely many risky assets
Rendiconti del Seminario Matematico della Università di Padova, Volume 112 (2004), pp. 181-198.
@article{RSMUP_2004__112__181_0,
     author = {Campi, Luciano},
     title = {A note on extremality and completeness in financial markets with infinitely many risky assets},
     journal = {Rendiconti del Seminario Matematico della Universit\`a di Padova},
     pages = {181--198},
     publisher = {Seminario Matematico of the University of Padua},
     volume = {112},
     year = {2004},
     zbl = {1103.91033},
     mrnumber = {2109961},
     language = {en},
     url = {http://archive.numdam.org/item/RSMUP_2004__112__181_0/}
}
TY  - JOUR
AU  - Campi, Luciano
TI  - A note on extremality and completeness in financial markets with infinitely many risky assets
JO  - Rendiconti del Seminario Matematico della Università di Padova
PY  - 2004
DA  - 2004///
SP  - 181
EP  - 198
VL  - 112
PB  - Seminario Matematico of the University of Padua
UR  - http://archive.numdam.org/item/RSMUP_2004__112__181_0/
UR  - https://zbmath.org/?q=an%3A1103.91033
UR  - https://www.ams.org/mathscinet-getitem?mr=2109961
LA  - en
ID  - RSMUP_2004__112__181_0
ER  - 
%0 Journal Article
%A Campi, Luciano
%T A note on extremality and completeness in financial markets with infinitely many risky assets
%J Rendiconti del Seminario Matematico della Università di Padova
%D 2004
%P 181-198
%V 112
%I Seminario Matematico of the University of Padua
%G en
%F RSMUP_2004__112__181_0
Campi, Luciano. A note on extremality and completeness in financial markets with infinitely many risky assets. Rendiconti del Seminario Matematico della Università di Padova, Volume 112 (2004), pp. 181-198. http://archive.numdam.org/item/RSMUP_2004__112__181_0/

[1] P. Artzner - D. Heath, Approximate Completeness with Multiple Martingale Measures, Math. Finance, 5 (1995), pp. 1-11. | MR | Zbl

[2] R. Bättig, Completeness of securities market models-an operator point of view, Ann. Appl. Prob., 9 (1999), pp. 529-566. | MR | Zbl

[3] R. Bättig - R.A. Jarrow, The Second Fundamental Theorem of Asset Pricing: A New Approach, The Review of Financial Studies, 12 (1999), pp. 1219-1235.

[4] S. Beghdadi-Sakrani, Calcul stochastique pour des mesures signées. In: Séminaire de Probabilités XXXVI, Lecture Notes in Math., 1801 (2003), pp. 366-382, Springer, Berlin, 2003. | Numdam | MR | Zbl

[5] C. Dellacherie, Une représentation intégrale des surmartingales à temps discret, Publ. Inst. Statist. Univ. Paris, 17 (2) (1968), pp. 1-17. | MR | Zbl

[6] R. G. Douglas, On extremal measures and subspace density, Michigan Math. J., 11 (1964), pp. 644-652. | MR | Zbl

[7] R. G. Douglas, On Extremal Measure and Subspace Density II, Proceedings of the American Math. Society, 17 (6) (1966), pp. 1363-1365. | MR | Zbl

[8] N. Dunford - J. T. Schwartz, Linear Operators. Part I: General Theory, John Wiley and Sons, New York Chichester Brisbane Toronto Singapore, 1957. | MR | Zbl

[9] R. A. Jarrow - X. Jin - D. P. Madan, The Second Fundamental Theorem of Asset Pricing, Math. Finance, 9 (1999), pp. 255-273. | MR | Zbl

[10] R. A. Jarrow - D. P. Madan, Hedging contingent claims on semimartingales, Finance Stochast., 3 (1999), pp. 111-134. | MR | Zbl

[11] M. A. Naimark, Extremal spectral functions of a symmetric operator, Bull. Acad. Sci. URSS Sér. Math., 11 (1947), pp. 327-344. | MR | Zbl

[12] L. Narici - E. Beckenstein, Topological vector spaces, Dekker, New York and Basel, 1985. | MR | Zbl

[13] J. Ruiz De Chavez, Le Théorème de Paul Lévy pour des mesures signées. In: J. Azema - M. Yor (eds.), Séminaire de Probabilités XVIII, Lect. Notes Math., 1059 (1984), pp. 245-255, Springer, Berlin Heidelberg New York. | Numdam | MR | Zbl

[14] H. H. Schaefer, Topological vector spaces, MacMillan, London, 1966. | MR | Zbl

[15] M. Yor, Sous-espaces denses dans L1 ou H1 et representation des martingales. In: C. Dellacherie - P. A. Meyer - M. Weil (eds.), Séminaire de Probabilités XII, Lect. Notes Math., 649 (1976), pp. 265-309, Springer, Berlin Heidelberg New York. | Numdam | MR | Zbl