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J. Farkas, “Uber die Theorie der Einfachen Ungleichungen,” Journal für die Reine und Angewandte Mathematik, Vol. 1902, No. 124, 1902, pp. 1-24.

has been cited by the following article:

• TITLE: The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets

  AUTHORS: Helen H. Huang, Shunming Zhang

  KEYWORDS: The First Fundamental Valuation Theorems; Transaction Costs; Weak Arbitrage-Freeness; Strict Arbitrage-Freeness; Arbitrage-Free Pricing Theory; Locally Convex Topological Space; Separable Banach Space

  JOURNAL NAME: Journal of Mathematical Finance, Vol.4 No.2, February 27, 2014

  ABSTRACT: This paper studies asset pricing in arbitrage-free financial markets in general state space (both for frictionless market and for market with transaction cost). The mathematical formulation is based on a locally convex topological space for weakly arbitrage-free securities’ structure and a separable Banach space for strictly arbitrage-free securities’ structure. We establish, for these two types of spaces, the weakly arbitrage-free pricing theorem and the strictly arbitrage-free pricing theorem, respectively.