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dc.date.accessioned2013-03-12T08:18:39Z
dc.date.available2013-03-12T08:18:39Z
dc.date.issued2003en_US
dc.date.submitted2009-12-14en_US
dc.identifier.urihttp://hdl.handle.net/10852/10647
dc.description.abstractAn integral type representation and various extension theorems for monotone linear operators in Lp-spaces are considered in relation to market prices modeling. In particular a characterization of the existence of a risk-neutral probability measure is provided in terms of the given prices. An evaluation of the density of the risk-neutral probability measure with respect to the underlying applied one is also provided.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.titlePrice Operators Analysis in Lp-spaces.en_US
dc.typeResearch reporten_US
dc.date.updated2009-12-14en_US
dc.creator.authorAlbeverio, Sergioen_US
dc.creator.authorDi Nunno, Giuliaen_US
dc.creator.authorRozanov, Yuri A.en_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23740en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo97886en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10647/1/pm17-03.pdf


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