Market free lunch and large financial markets (Q997417): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q5518756
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+A simple approach to arbitrage pricing theory
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+Q4845604
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+Asymptotic arbitrage in large financial markets
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+A Fundamental Theorem of Asset Pricing for Large Financial Markets
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+Free lunch large financial markets with continuous price processes
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+Q3526648
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+A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH
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+A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+A remark on arbitrage and martingale measure
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+Integrals which are convex functionals. II
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