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- Title
CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”.
- Authors
FRAHM, GABRIEL
- Abstract
In order to prove the third fundamental theorem of asset pricing for financial markets with infinite lifetime [G. Frahm (2016) Pricing and valuation under the real-world measure, International Journal of Theoretical and Applied Finance19, 1650006], we shall assume that the discounted price process is locally bounded. Otherwise, some principal results developed by [F. Delbaen & W. Schachermayer (1997) The Banach space of workable contingent claims in arbitrage theory, Annales de l’Institut Henri Poincaré1, 114–144] cannot be applied.
- Subjects
FINANCIAL markets; PRICING; VALUATION
- Publication
International Journal of Theoretical & Applied Finance, 2018, Vol 21, Issue 4, pN.PAG
- ISSN
0219-0249
- Publication type
Correction Notice
- DOI
10.1142/S0219024918920012