The vector stochastic integral in the first fundamental theorem of the mathematics of finance

DOI10.1070/RM1998V053N04ABEH000062MaRDI QIDQ4247916zbMATH OpenOpenAlexFDO

Authors A. S. Cherny

Publication date 4 July 1999

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1998v053n04abeh000062

zbMATH Keywords

financial mathematicsfundamental theorem of asset pricingvector stochastic integrals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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