A Fundamental Theorem of Asset Pricing for Large Financial Markets (Q2707160): Difference between revisions

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Latest revision as of 15:33, 19 March 2024

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A Fundamental Theorem of Asset Pricing for Large Financial Markets
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    A Fundamental Theorem of Asset Pricing for Large Financial Markets (English)
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    29 March 2001
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    asymptotic arbitrage
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    contiguity of measures
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    equivalent (sigma-) martingale measure
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    free lunch
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    large financial market
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