Timetable TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Th, 11.03.2004 ---> 17:00-18:00 <--- Umut Cetin: An Alternative Proof of Fundamental Theorem of Asset Pricing with Proportional Transaction Costs
I'll try to give a, somewhat rigorous, sketch of the proof of the fundamental theorem in the setting of Jouini and Kallal (1995) using arguments from utility maximization.