DOI10.1142/S0219024918920012zbMath1395.91403MaRDI QIDQ4571704
Gabriel Frahm
Publication date: 29 June 2018 Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
zbMATH Keywords
third fundamental theorem of asset pricing
Mathematics Subject Classification ID
60G44: Martingales with continuous parameter
91G10: Portfolio theory