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- W2951034509 abstract "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 introduced by C. Stricker cite{S:85}. Combining this insight with well known results from J. M'emin and L. S{l}ominski cite{MS:91} leads to a short variant of the proof of the fundamental theorem of asset pricing initially proved by F. Delbaen and W. Schachermayer cite{DS:94}. The results are formulated in the general setting of admissible portfolio wealth processes as laid down by Y. Kabanov in cite{kab:97}." @default.
- W2951034509 created "2019-06-27" @default.
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- W2951034509 date "2014-06-20" @default.
- W2951034509 modified "2023-09-23" @default.
- W2951034509 title "A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing" @default.
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