The mathematics of arbitrage

zbMath1106.91031MaRDI QIDQ2493436

Freddy Delbaen, Walter Schachermayer

Publication date: 13 June 2006

Published in: Springer Finance (Search for Journal in Brave)

zbMATH Keywords

asset pricingmartingalestochastic integrationfundamental theoremfree lunch

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Actuarial science and mathematical finance (91Gxx)

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