Local martingales and the fundamental asset pricing theorems in the discrete-time case
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Publication:1387768
DOI10.1007/s007800050040zbMath0903.60036OpenAlexW1986392102MaRDI QIDQ1387768
Albert N. Shiryaev, Jean Jacod
Publication date: 5 January 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050040
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