Geodesic
An elementary proof of the Dalang–Morton–Willinger theorem
Armen Edigarian1 ; Agnieszka Rygiel2
1 Institute of Mathematics Jagiellonian University Reymonta 4 30-059 Kraków, Poland
2 Higher Vocational School in Tarnów Mickiewicza 8 33-100 Tarnów, Poland
Applicationes Mathematicae, Tome 34 (2007) no. 4, pp. 383-388.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

L. C. G. Rogers has given an elementary proof of the fundamental theorem of asset pricing in the case of finite discrete time, due originally to Dalang, Morton and Willinger. The purpose of this paper is to give an even simpler proof of this important theorem without using the existence of regular conditional distribution, in contrast to Rogers' proof.
DOI : 10.4064/am34-4-1
Keywords: rogers has given elementary proof fundamental theorem asset pricing finite discrete time due originally dalang morton willinger purpose paper even simpler proof important theorem without using existence regular conditional distribution contrast rogers proof

Armen Edigarian 1 ; Agnieszka Rygiel 2

1 Institute of Mathematics Jagiellonian University Reymonta 4 30-059 Kraków, Poland
2 Higher Vocational School in Tarnów Mickiewicza 8 33-100 Tarnów, Poland 
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Armen Edigarian; Agnieszka Rygiel. An elementary proof of the
 Dalang–Morton–Willinger theorem. Applicationes Mathematicae, Tome 34 (2007) no. 4, pp. 383-388. doi : 10.4064/am34-4-1. http://geodesic.mathdoc.fr/articles/10.4064/am34-4-1/

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