Equivalent martingale measures and no-arbitrage (Q4885245): Difference between revisions

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+On the fundamental theorem of asset pricing with an infinite state space
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Multiperiod security markets with differential information
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+Q3974816
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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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+Q4845592
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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