Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852): Difference between revisions

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+On the fundamental theorem of asset pricing with an infinite state space
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+Q4000330
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+Changes of numéraire, changes of probability measure and option pricing
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+Existence of equivalent martingale measures in finite dimensional securities markets
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Information structures and viable price systems
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+Publication:1367852