A Fundamental Theorem of Asset Pricing for Large Financial Markets

DOI10.1111/1467-9965.00103zbMath1034.91042OpenAlexW2102721153MaRDI QIDQ2707160

Irene Klein

Publication date: 29 March 2001

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

Full work available at URL: https://doi.org/10.1111/1467-9965.00103

zbMATH Keywords

asymptotic arbitragefree lunchcontiguity of measureslarge financial marketequivalent (sigma-) martingale measure

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Stochastic processes (60G99) Actuarial science and mathematical finance (91G99)

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