Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984): Difference between revisions

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+Alejandro Balbas
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+MaRDI publication profile
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+On the fundamental theorem of asset pricing with an infinite state space
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+Measures on topological spaces
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+On compact measures
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+Projective limits of perfect measure spaces
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+The fundamental theorem of asset pricing with cone constraints
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