A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116)
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scientific article; zbMATH DE number 6591433
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| English | A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing |
scientific article; zbMATH DE number 6591433 |
Statements
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (English)
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10 June 2016
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arbitrage
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fundamental theorem of asset pricing
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Itô-process
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complete market
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equivalent local martingale measure
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martingale deflator
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