{"entities":{"Q780496":{"pageid":782345,"ns":120,"title":"Item:Q780496","lastrevid":64282572,"modified":"2026-04-11T18:49:45Z","type":"item","id":"Q780496","labels":{"en":{"language":"en","value":"Equivalent locally martingale measure for the deflator process on ordered Banach algebra"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7221152"}},"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":"Q780496$B2508E08-B63D-4D7D-A7DB-A269F2C16D69","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b646df24f88bfff5a89ba578a94011fdf35f8e21","datavalue":{"value":{"text":"Equivalent locally martingale measure for the deflator process on ordered Banach algebra","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q780496$D6BBA1BC-3663-475B-B018-F7F59682F3E9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0e670460dce83a523185cf02624434b9c67d4011","datavalue":{"value":"1448.91284","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$7C249DA1-A600-4CE0-928F-389BA6B32463","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b855dcfba2b39fa58d1acfdf72c00e4fb23789f3","datavalue":{"value":"10.1155/2020/5785098","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$C3846A02-F95C-44E7-B3E2-B1DAB66F69BB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a11e31fa1ed0fd91c4aa8d0aa62b5a8590d0a4e4","datavalue":{"value":{"entity-type":"item","numeric-id":780495,"id":"Q780495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$56724F4A-678A-46CB-8B80-CF1145DC95E1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1161f1c5e15f789e455ea41c68faa855c239c787","datavalue":{"value":{"entity-type":"item","numeric-id":355633,"id":"Q355633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$5AA4FE25-33F5-4BB9-8532-3B5CFA3291B6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e350fc7c195d16f814c187ed9a5e8197e91de136","datavalue":{"value":{"time":"+2020-07-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q780496$197B50A6-D02E-4C9B-8534-C7A159C9AF01","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ffe3c10af8edab4069b398f842407d2bce9f11be","datavalue":{"value":"Summary: This paper aims at determining the measure of \\(Q\\) under necessary and sufficient conditions. The measure is an equivalent measure for identifying the given \\(P\\) such that the process with respect to \\(P\\) is the deflator locally martingale. The martingale and locally martingale measures will coincide for the deflator process discrete time. We define \\(s\\)-viable, \\(s\\)-price system, and no locally free lunch in ordered Banach algebra and identify that the s-price system \\((C,\\pi)\\) is \\(s\\)-viable if and only a character functional \\(\\psi|_C\\leq\\pi\\) exists. We further demonstrate that no locally free lunch is a necessary and sufficient condition for the equivalent martingale measure \\(Q\\) to exist for the deflator process and the subcharacter \\(\\phi\\in\\Gamma\\) such that \\(\\varphi|_C=\\pi\\). This paper proves the existence of more than one condition and that all conditions are equivalent.","type":"string"},"datatype":"string"},"type":"statement","id":"Q780496$9B328CF5-AAA4-49BD-9D7F-C85E773331A9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$4145D7D1-9C25-4A5B-975F-7BAF984E1387","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$A2AEE424-E5AC-4CF4-9441-778728F9E365","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$AB41464C-9D83-4A6D-9E34-FBFBBA0B6849","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$82B316D4-BA0E-46F4-B31E-41DC003F3517","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7f5d2739c0adb362a45d28f381e002c88a3c8517","datavalue":{"value":"7221152","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$58BB72C5-3CF2-4450-BAD1-0AEEBC32977D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348975a9ecacfa93842c8da6f250625ff96a4221","datavalue":{"value":"equivalent martingale measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q780496$4EE4B443-183F-41A0-A9C2-0B19FCC8995C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d29c934733bf09c38f213026c8a150219dc86bb2","datavalue":{"value":"financial mathematics","type":"string"},"datatype":"string"},"type":"statement","id":"Q780496$46B1E141-5AA1-42B0-B515-FEE4285ACE4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4dc17ddc84c3cf4d1ecdcab2d3997a0f69f1a9c8","datavalue":{"value":"deflator process","type":"string"},"datatype":"string"},"type":"statement","id":"Q780496$6F923EC8-A271-4099-8581-3456FF41457D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0eaa643ed1b099d0860da5783e3d8a2fb6c9eda5","datavalue":{"value":"ordered Banach algebra","type":"string"},"datatype":"string"},"type":"statement","id":"Q780496$CBF765B8-AD2A-4DEC-8AAB-C7E491303654","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":"Q780496$DBB22E70-F852-4AC2-A2EB-04C9A9381BA4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5db0ca43cf27c010cd1555c3c089c288dc64f958","datavalue":{"value":"https://doi.org/10.1155/2020/5785098","type":"string"},"datatype":"url"},"type":"statement","id":"Q780496$BD5B8E31-D258-4602-838D-313442192542","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ad64c23db79c6fcbdb6d2156d7f72f1c25663add","datavalue":{"value":"W3035599530","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q780496$9CE2839F-56DC-4895-9919-E82CF399E1DF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a870243a206d513546fc876630c16a301c3dfc88","datavalue":{"value":{"entity-type":"item","numeric-id":1138469,"id":"Q1138469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$DE1887CE-F417-4FFF-B18C-C7A28D1888FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b336ac37de0eebd686320e2033df497857ee5c03","datavalue":{"value":{"entity-type":"item","numeric-id":4345926,"id":"Q4345926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$2977F03C-FEF0-4602-8398-A6D17334E0A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5302c685ef55998cc084347a5a25ef6bbbaef8dd","datavalue":{"value":{"entity-type":"item","numeric-id":1149872,"id":"Q1149872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$2256467E-05F8-4111-A89E-5B22E165839A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"69b1b9c93a7e142eec6230475f980e610413be47","datavalue":{"value":{"entity-type":"item","numeric-id":3470221,"id":"Q3470221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$38BD1336-3714-4D2C-B786-6B38454E382A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d4bbbc4a48fd76d01eefdcaade94f274721b2d8","datavalue":{"value":{"entity-type":"item","numeric-id":1162768,"id":"Q1162768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$EBF074C1-32FD-4EF4-8DCC-BFB13D23D79B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02a40bc4180385146656ec55dbb9090378332cb6","datavalue":{"value":{"entity-type":"item","numeric-id":2641205,"id":"Q2641205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$552D04B4-FAC9-4B98-9697-6826A73A68FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce73d27860a758749dd6eddd4e3fee2bc21621fe","datavalue":{"value":{"entity-type":"item","numeric-id":1863747,"id":"Q1863747"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$FA081065-0136-472D-B8B4-755472BAE932","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88781418c9dced4b8e9e57dd6569703f8ccd6eea","datavalue":{"value":{"entity-type":"item","numeric-id":1209479,"id":"Q1209479"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$08DD2649-0249-4843-B57C-95838B980C23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"251ec0348ddb1f70bcab38770ae25450de69d19f","datavalue":{"value":{"entity-type":"item","numeric-id":1340170,"id":"Q1340170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$E7067D14-02F7-4147-9F57-83EDFDC36474","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e53ff37bdf6066fba17bba4b49bd87e8f20fdf52","datavalue":{"value":{"entity-type":"item","numeric-id":1271229,"id":"Q1271229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$2C2A256D-E2AE-4F19-89B1-801F83103EEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eee84d4c27505fe1b9394955ba48683f063176be","datavalue":{"value":{"entity-type":"item","numeric-id":690339,"id":"Q690339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$7CE55F12-6FC4-408A-AE07-E8BBF14CF1EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44699af438946533f7281b40f70814f4b2ee3063","datavalue":{"value":{"entity-type":"item","numeric-id":4372021,"id":"Q4372021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$41EB42B4-4027-4920-A16C-18EF89114080","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0023c64bea29471c6316028f1ba115515372540","datavalue":{"value":{"entity-type":"item","numeric-id":2725601,"id":"Q2725601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$FC7BDE0D-AF24-4CF8-B7CA-521EC138A813","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b6cdd2acef6bea21f3b0881bf5f11689e2662696","datavalue":{"value":{"entity-type":"item","numeric-id":930275,"id":"Q930275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$F40B8F17-FCB6-4E50-96CF-1DF4F37E57CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2e5869fb2b64ab596cc39458e2d6fd2dfa0fb76","datavalue":{"value":{"entity-type":"item","numeric-id":1003343,"id":"Q1003343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$E615B5E0-3676-42AE-99C7-44730B95F5B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4cf0b3ed0784b422babc5c7713010c23b262165c","datavalue":{"value":{"entity-type":"item","numeric-id":3999065,"id":"Q3999065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$BA755892-2F8D-44D2-BC8D-B2DB29669C6C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06f02dd32250dedc340ebd8d1ba34ceb12facc3a","datavalue":{"value":{"entity-type":"item","numeric-id":4849127,"id":"Q4849127"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2770e3c1c9fc4c92975b97525c94d8259f996e4","datavalue":{"value":{"amount":"+0.7486053705215454","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q780496$A1696EC4-B1D4-4D14-BFC7-6A077F623CB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d7299a28b7ef866cd2d8c89db8f49139388217b","datavalue":{"value":{"entity-type":"item","numeric-id":1915827,"id":"Q1915827"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a157d22e7685c3437feedb8bd57b112b7104a27c","datavalue":{"value":{"amount":"+0.7380321025848389","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":"Q780496$30713C0D-0159-4AAD-B133-FA1FFACDC94A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5998edc67427cb662bab36f9632028a6a25ca479","datavalue":{"value":{"entity-type":"item","numeric-id":4371999,"id":"Q4371999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fae83d6ef30f37b994f2b150eaf9f31313f7e63e","datavalue":{"value":{"amount":"+0.7380319833755493","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":"Q780496$5C142F3D-031B-4B24-AF9B-AC44DAE1AE7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"648df69cf70362f7eccbae49ce0ba5bc4007f220","datavalue":{"value":{"entity-type":"item","numeric-id":1318889,"id":"Q1318889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f1bc44fc6d7a43142571c3ee1e2d6930bda005cf","datavalue":{"value":{"amount":"+0.7336192727088928","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q780496$F1C07044-6401-41F3-A694-CE33385F0CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f9c3b6c563f966d24b1a539bec7e430c96ca0666","datavalue":{"value":{"entity-type":"item","numeric-id":1639665,"id":"Q1639665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b0206ed429419175e694ba03b8678aa0f3855a74","datavalue":{"value":{"amount":"+0.7335952520370483","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":"Q780496$8D3976D7-92C9-4DF4-A34B-4171F4D546B3","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q780496$0AD262CE-6510-4155-B769-25638B23DDB2","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Equivalent locally martingale measure for the deflator process on ordered Banach algebra","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Equivalent_locally_martingale_measure_for_the_deflator_process_on_ordered_Banach_algebra"}}}}}