A Fundamental Theorem of Asset Pricing for Large Financial Markets (Q2707160): Difference between revisions
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Latest revision as of 14:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fundamental Theorem of Asset Pricing for Large Financial Markets |
scientific article |
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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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