SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS (Q4673846): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Normal rank
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
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+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
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+Almost sure characterization of Martingales
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+Normal rank
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+Martingales and stochastic integrals in the theory of continuous trading
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+Arbitrage and equilibrium in economies with infinitely many commodities
+Normal rank