A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

DOI10.1016/0167-6687(92)90013-2zbMath0781.90010MaRDI QIDQ1209479

Walter Schachermayer

Publication date: 16 May 1993

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90013-2

zbMATH Keywords

equivalent martingale measure; arbitrage; fundamental theorem of asset pricing

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

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