A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937): Difference between revisions
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English | A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance |
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A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (English)
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6 January 1997
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no arbitrage
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Halmos-Savage theorem
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mathematical finance
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existence of equivalent martingale measures
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stochastic processes
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