A fundamental theorem of asset pricing in continuous time with square integrable portfolios (Q3574223)
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scientific article; zbMATH DE number 5734671
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| English | A fundamental theorem of asset pricing in continuous time with square integrable portfolios |
scientific article; zbMATH DE number 5734671 |
Statements
9 July 2010
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continuous-time financial market
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arbitrage opportunity
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FTAP
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martingale
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square integrability
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equivalent martingale measure
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0.8276740908622742
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0.818248450756073
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0.7863482236862183
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0.785949170589447
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