A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937): 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/10.1214/aop/1039639366 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1965390163 / rank | |||
Normal rank | |||
Revision as of 18:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance |
scientific article |
Statements
A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (English)
0 references
6 January 1997
0 references
no arbitrage
0 references
Halmos-Savage theorem
0 references
mathematical finance
0 references
existence of equivalent martingale measures
0 references
stochastic processes
0 references
