Two versions of the fundamental theorem of asset pricing (Q2515900)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two versions of the fundamental theorem of asset pricing |
scientific article |
Statements
Two versions of the fundamental theorem of asset pricing (English)
0 references
7 August 2015
0 references
arbitrage
0 references
convex cone
0 references
equivalent martingale measure
0 references
equivalent probability measure with given marginals
0 references
finitely additive probability
0 references
fundamental theorem of asset pricing
0 references