Cassese, Gianluca 2005 We prove an L∞ version of Yan theorem and deduce from it a necessary condition for the absence of free lunches in a model of financial markets in which asset prices are a continuous Rd valued process and only simple investment strategies are admissible. Our proof is based on a new separation theorem for convex sets of finitely additive measures. application/pdf https://n2t.net/ark:/12658/srd1318311 https://susi.usi.ch/global/documents/318311 https://susi.usi.ch/documents/318311/files/cassese_AMAS_2007.pdf eng info:eu-repo/semantics/altIdentifier/doi/10.1007/s10255-007-0394 info:eu-repo/semantics/altIdentifier/ark/12658/srd1318311 info:eu-repo/semantics/openAccess License undefined Acta mathematicae applicatae sinica. - Springer. - 2007, vol. 23, no. 4, p. 551-562 Arbitrage free lunch fundamental theorem of asset pricing martingale measure Yan theorem info:eu-repo/classification/udc/33 Yan theorem in L ∞ with applications to asset pricing http://purl.org/coar/resource_type/c_6501