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Zbl 1103.91033
Campi, Luciano
A note on extremality and completeness in financial markets with infinitely many risky assets. (English)
[J] Rend. Semin. Mat. Univ. Padova 112, 181-198 (2004). ISSN 0041-8994

A version of the Douglas-Naimark theorem for a dual system of locally convex spaces (with weak topology) is obtained and, together with the techniques based on extremality of measures, further applied to market completeness in financial markets with infinitely many risky assets.
[George Stoica (Saint John)]
MSC 2000:
*91B28 Finance etc.
91B30 Risk theory etc.
46N10 Appl. of functional analysis in optimization and math. programming

Keywords: Artzner-Heath market; extremality of equivalent martingale measures; locally convex spaces; weak topology

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