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arxiv: quant-ph/0112159 · v2 · submitted 2001-12-26 · 🪐 quant-ph · math.FA· math.PR

A Non-commutative Version of the Fundamental Theorem of Asset Pricing

classification 🪐 quant-ph math.FAmath.PR
keywords assetfundamentalnon-commutativepricingtheoremanaloguefinancemathematical
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In this note, a non-commutative analogue of the fundamental theorem of asset pricing in mathematical finance is proved.

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