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

DOI10.1070/RM1998V053N04ABEH000062zbMATH Open0932.60048OpenAlexW2055830377MaRDI QIDQ4247916FDOQ4247916

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

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zbMATH Keywords

financial mathematicsfundamental theorem of asset pricingvector stochastic integrals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (2)

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