A general version of the fundamental theorem of asset pricing

DOI10.1007/BF01450498zbMath0865.90014OpenAlexW4244967830WikidataQ56270295 ScholiaQ56270295MaRDI QIDQ1340170

Walter Schachermayer, Freddy Delbaen

Publication date: 11 December 1994

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

Full work available at URL: https://eudml.org/doc/165264

zbMATH Keywords

asset pricing equivalent martingale measure stochastic process no free lunch no arbitrage condition

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Actuarial science and mathematical finance (91G99)

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