A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937)
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scientific article; zbMATH DE number 961006
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| English | A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance |
scientific article; zbMATH DE number 961006 |
Statements
A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (English)
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6 January 1997
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no arbitrage
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Halmos-Savage theorem
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mathematical finance
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existence of equivalent martingale measures
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stochastic processes
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0.7749693989753723
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0.7476029992103577
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0.7459121942520142
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0.7290658950805664
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