The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726)
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scientific article; zbMATH DE number 6328575
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| English | The two fundamental theorems of asset pricing for a class of continuous-time financial markets |
scientific article; zbMATH DE number 6328575 |
Statements
11 August 2014
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arbitrage and completeness of financial markets
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first and the second fundamental theorems of asset pricing
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Itō processes
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predictable representation of local martingales
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extremal martingale measures
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The two fundamental theorems of asset pricing for a class of continuous-time financial markets (English)
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0.8316943645477295
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0.8276740908622742
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0.8273773789405823
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0.8262102007865906
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0.8140978217124939
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