{"title":"On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’","authors":"Bernard Wong","doi":"10.1080/17442508.2014.899601","DOIUrl":null,"url":null,"abstract":"February 26, 2014 I would like to thank Dr Fontana for the critical analysis of our previous paper, in which we had aimed to provide an alternative proof (in a more limited setting) of the Fundamental Theorem of Asset Pricing (see, for example [1,2]). While naturally disappointed with the mistakes made in our paper, I am hopeful that the additional analysis provided by Dr Fontana [3] provides an enhanced understanding of the Fundamental Theorem for the readers of the journal.","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":"34 3 1","pages":"1022 - 1022"},"PeriodicalIF":0.8000,"publicationDate":"2014-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics-An International Journal of Probability and Stochastic Processes","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2014.899601","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
February 26, 2014 I would like to thank Dr Fontana for the critical analysis of our previous paper, in which we had aimed to provide an alternative proof (in a more limited setting) of the Fundamental Theorem of Asset Pricing (see, for example [1,2]). While naturally disappointed with the mistakes made in our paper, I am hopeful that the additional analysis provided by Dr Fontana [3] provides an enhanced understanding of the Fundamental Theorem for the readers of the journal.
期刊介绍：
Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects.
Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly.
In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.
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