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scientific article; zbMATH DE number 4149273

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zbMATH Open0701.60041MaRDI QIDQ3479313FDOQ3479313


Authors: Jean-Pascal Ansel, Ch. Stricker Edit this on Wikidata


Publication date: 1990


Full work available at URL: http://www.numdam.org/item?id=SPS_1990__24__266_0

Title of this publication is not available (Why is that?)



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zbMATH Keywords

economic modelsadmissible trading strategyexistence of a martingale law


Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)



Cited In (2)

  • On the existence of equivalent \(\tau\)-measures in finite discrete time
  • Yan theorem in \(L^{\infty}\) with applications to asset pricing





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