The fundamental theorem of asset pricing for unbounded stochastic processes

DOI10.1007/s002080050220zbMath0917.60048OpenAlexW2095487918MaRDI QIDQ1271229

Freddy Delbaen, Walter Schachermayer

Publication date: 18 July 1999

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://epub.wu.ac.at/850/1/document.pdf

zbMATH Keywords

asset pricingmartingale measureno-arbitragesigma-martingale

Mathematics Subject Classification ID

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