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- W2092752383 abstract "Suppose a continuous, strictly positive, linear price functional p is given on a subspace M of marketed claims. The valuation problem consists of verifying whether or notthere exists a continuous, strictly positive, linear extension of p from M to the entire contingent claims space X. We solve this problem when X belongs to a large class of Banach lattices including the classical Banach spaces, and also simplify some analogous results found in the literature for other types of financial models." @default.
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- W2092752383 date "1993-01-01" @default.
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- W2092752383 title "The valuation problem in arbitrage price theory" @default.
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- W2092752383 doi "https://doi.org/10.1016/0304-4068(93)90037-l" @default.
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