Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

DOI10.1007/s00780-014-0230-2zbMath1314.60090arXiv1112.5340OpenAlexW3124866120MaRDI QIDQ457178

Winslow Strong

Publication date: 26 September 2014

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5340

zbMATH Keywords

asset pricingsemimartingalesstochastic integrationstochastic dimension

Mathematics Subject Classification ID

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