Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing

DOI10.1007/978-3-642-03479-4_2zbMath1217.91221arXiv0911.5503OpenAlexW2132055867MaRDI QIDQ3000874

Constantinos Kardaras

Publication date: 31 May 2011

Published in: Contemporary Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.5503

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Financial applications of other theories (91G80)

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