A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(92)90013-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2057240682 / rank | |||
Normal rank | |||
Revision as of 23:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time |
scientific article |
Statements
A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (English)
0 references
16 May 1993
0 references
equivalent martingale measure
0 references
fundamental theorem of asset pricing
0 references
arbitrage
0 references
