The Mathematics of Arbitrage

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362 References


[DMSSS 94] F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker,
(1994), In ́ egalit ́e de normes avec poids et fermeture d’un espace
d’int ́egrales stochastiques. C.R. Acad. Sci. Paris, vol. 319, no. 1, pp. 1079–
1081.
[DMSSS 97] F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker,
(1997),Weighted Norm Inequalities and Closedness of a Space of Stochas-
tic Integrals. Finance and Stochastics, vol. 1, no. 3, pp. 181–227.
[DS 93] F. Delbaen, W. Schachermayer, (1993),Non-arbitrage and the fundamen-
tal theorem of asset pricing. In: Abstracts of the Meeting on Stochastic
Processes and Their Applications, Amsterdam, June 21-25, 1993, pp. 37–
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[DS 94] F. Delbaen, W. Schachermayer, (1994),A General Version of the Funda-
mental Theorem of Asset Pricing. Mathematische Annalen, vol. 300, pp.
463–520. First reprint:The International Library of Critical Writings
in Financial Economics — Option Markets (G.M. Constantinides, A.G.
Malliaris, editors). Second reprint:Chap. 9 of this book.
[DS 94a] F. Delbaen, W. Schachermayer, (1994),Arbitrage and free lunch with
bounded Risk for unbounded continuous Processes. Mathematical Finance,
vol. 4, pp. 343–348.
[DS 95a] F. Delbaen, W. Schachermayer, (1995),The Existence of Absolutely Con-
tinuous Local Martingale Measures. Annals of Applied Probability, vol. 5,
no. 4, pp. 926–945. Reprint:Chap. 12 of this book.
[DS 95b] F. Delbaen, W. Schachermayer, (1995),The No-Arbitrage Property un-
der a Change of Num ́eraire. Stochastics and Stochastic Reports, vol. 53,
pp. 213–226. Reprint:Chap. 11 of this book.
[DS 95c] F. Delbaen, W. Schachermayer, (1995),Arbitrage Possibilities in Bessel
processes and their relations to local martingales. Probability Theory and
Related Fields, vol. 102, pp. 357–366.
[DS 95d] F. Delbaen, W. Schachermayer, (1995),An Inequality for the Predictable
Projection of an Adapted Process.S ́eminaire de Probabilit ́es XXIX,
Springer Lecture Notes in Mathematics 1613, (J. Az ́ema, M.Emery, P.A. ́
Meyer, M. Yor, editors), pp. 17–24.
[DS 96] F. Delbaen, W. Schachermayer, (1996),Attainable Claims with p’th Mo-
ments. Annales de l’Institut Henri Poincar ́e – Probabilit ́es et Statistiques,
vol. 32, no. 6, pp. 743–763.
[DS 96a] F. Delbaen, W. Schachermayer, (1996),The Variance-Optimal Martingale
Measure for Continuous Processes. Bernoulli, vol. 2, no. 1, pp. 81–105.
[DS 97] F. Delbaen, W. Schachermayer, (1997),The Banach Space of Work-
able Contingent Claims in Arbitrage Theory. Annales de l’Institut Henri
Poincar ́e – Probabilit ́es et Statistiques, vol. 33, no. 1, pp. 113–144.
Reprint:Chap. 13 of this book.
[DS 98] F. Delbaen, W. Schachermayer, (1998),The Fundamental Theorem of As-
set Pricing for Unbounded Stochastic Processes. Mathematische Annalen,
vol. 312, pp. 215–250. Reprint:Chap. 14 of this book.
[DS 98a] F. Delbaen, W. Schachermayer, (1998),A Simple Counter-Example to
Several Problems in the Theory of Asset Pricing, which arises in many
incomplete markets. Mathematical Finance, vol. 8, pp. 1–12. Reprint:
Chap. 10 of this book.
[DS 99] F. Delbaen, W. Schachermayer, (1999),A Compactness Principle for
Bounded Sequences of Martingales with Applications. Proceedings of

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