{"entities":{"Q1387768":{"pageid":1398508,"ns":120,"title":"Item:Q1387768","lastrevid":68599443,"modified":"2026-04-13T00:50:09Z","type":"item","id":"Q1387768","labels":{"en":{"language":"en","value":"Local martingales and the fundamental asset pricing theorems in the discrete-time case"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1160487"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$2B3EEDE9-676F-4743-9E2E-BDB310F902DC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"29e72b0508c140c31a874f219b54aae71bcc3aec","datavalue":{"value":{"text":"Local martingales and the fundamental asset pricing theorems in the discrete-time case","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1387768$AFCDFC9C-2897-42DC-A3CC-5B7D69DFD342","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e2beab108e967fe3cc404fe9d409730b23e3eff7","datavalue":{"value":"0903.60036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1387768$F5508D21-755D-4A33-9BFC-F19D81E6E9D6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$17E40BAC-D09E-4670-9C50-9CF1DA9F8779","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0568f48c55e62ce7d58fe24349be3b52a52a8928","datavalue":{"value":{"time":"+1999-01-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1387768$79A1C8DD-4F82-40EE-BB31-4F9D9D6F2274","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"b4ae4710b30b5472fe3a9a4571b8a5aa41680f25","datavalue":{"value":"This paper gives simpler proofs of the discrete-time versions of the no-arbitrage theorem and the market completeness theorem of asset pricing theory. A new result in discrete-time martingale theory is derived to establish these proofs. This result states that if \\(X\\) is a local martingale such that \\(E(X^-_n)< \\infty\\) for all \\(n\\), or \\(E(X^+_n)< \\infty\\) for all \\(n\\), then \\(X\\) is a martingale.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1387768$FF9D8C39-74F1-44FB-A15F-AED7CFF580B3","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"73fc2756fd9b1e7e191ea1fa32124c6ae05972b1","datavalue":{"value":{"entity-type":"item","numeric-id":395989,"id":"Q395989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$18DCEE7B-90CE-487B-8FAC-B05314A37AE8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1387768$390C9E1A-14AB-43E9-8E48-806BB1D088E5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"229f31ef19ae1cea37e54ea95eafc1ff06378ddc","datavalue":{"value":"1160487","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1387768$ABC56EF8-F4D1-40E7-ACC0-3618F20E9FA2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15985d2c69f9d48dbce1e4edb21a0935c22c9140","datavalue":{"value":"finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1387768$1B58FCCE-39D2-46B1-AFA0-F0B54D3C36DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b2987769656017efa42f7601539ab55251e97f5","datavalue":{"value":"arbitrage","type":"string"},"datatype":"string"},"type":"statement","id":"Q1387768$44F9DCDA-B2C6-470B-9F89-DD61D3B9D677","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8303a89e5e979e44e65aa210688e1071093c7c30","datavalue":{"value":"martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q1387768$5016CE78-FF87-45E8-BFC5-74C7736438E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b56ea6abffa7d87d3b4a57d3ad009c0504f3eda","datavalue":{"value":"complete models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1387768$6E910384-5124-4E0C-9223-1CA7A598339E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"52715368c54f6cd12bde9bb39ca42dc65c632651","datavalue":{"value":{"entity-type":"item","numeric-id":207848,"id":"Q207848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$BC8E9AF6-A35F-4DB8-955B-192CA5141C48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e3c892b6144eb6184d373c732b0e9389bf2d49f","datavalue":{"value":{"entity-type":"item","numeric-id":409073,"id":"Q409073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$2885B770-E11F-49FE-9552-374CF9CF58A0","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1387768$3A530D37-C187-4E2A-8F55-070130EBBA45","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"96086a25b2a80d2e6bcfbc8ab2d42478c4d66904","datavalue":{"value":"https://doi.org/10.1007/s007800050040","type":"string"},"datatype":"url"},"type":"statement","id":"Q1387768$D1257A93-A062-48BA-84C0-F8D397B386B0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9b1c21c85a0624e544c844e831af81e75fcee4b5","datavalue":{"value":"W1986392102","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1387768$7EFBE3A3-B2DC-4183-B4E9-85354BE6547D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"65f317d158bbb113864bd1e581a9e5551eaf9882","datavalue":{"value":"10.1007/S007800050040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1387768$675E9448-C329-413E-A0B1-2440DF93E4F9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1f46863981af0028149d08574af0e2a7336886d","datavalue":{"value":{"entity-type":"item","numeric-id":1748587,"id":"Q1748587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"abd091b95effbd724f0c770db245a622ede27cd6","datavalue":{"value":{"amount":"+0.8373432159423828","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1387768$89287847-DE2B-4ACB-9C38-8235C2566C82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a82dd2d6eaa09d1953035869871e5db9c3e1aac","datavalue":{"value":{"entity-type":"item","numeric-id":4885236,"id":"Q4885236"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3fbfbeb9f31ab00f088c83410bfdacf030a14b21","datavalue":{"value":{"amount":"+0.8069792985916138","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1387768$FFC70F09-9007-4401-88F2-2EDFE5D62297","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"63eefabb6e7ce4f724be88520c540470836db324","datavalue":{"value":{"entity-type":"item","numeric-id":1003343,"id":"Q1003343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3154e1f0ea99c3e8043408120cb6fa7f2e74b859","datavalue":{"value":{"amount":"+0.7939403057098389","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1387768$8C0478B1-199E-4B82-BB93-0E43AB13111C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eeb6d2408503a6785d739491056bb98f70c3fa06","datavalue":{"value":{"entity-type":"item","numeric-id":1340170,"id":"Q1340170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"107d9a6d82f1e648ec3e0300682888ab3cf1b749","datavalue":{"value":{"amount":"+0.7838569283485413","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1387768$384E667A-BBC1-4386-A2EC-851CF1EDA1AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7646e0265f5784ccf8cd415514f81cf8f4dc5355","datavalue":{"value":{"entity-type":"item","numeric-id":3585329,"id":"Q3585329"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"591c3c6c6c84e65079246a71db4ad8f400f6af9b","datavalue":{"value":{"amount":"+0.7821938395500183","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1387768$4CBA012E-2AB2-4126-9BD5-9C1DF7075716","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Local martingales and the fundamental asset pricing theorems in the discrete-time case","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Local_martingales_and_the_fundamental_asset_pricing_theorems_in_the_discrete-time_case"}}}}}