SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
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Publication:4673846
DOI10.1111/j.0960-1627.2004.00194.xzbMath1133.91378OpenAlexW3123285480MaRDI QIDQ4673846
Publication date: 9 May 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00194.x
Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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Cites Work
- Arbitrage and equilibrium in economies with infinitely many commodities
- Martingales and stochastic integrals in the theory of continuous trading
- The fundamental theorem of asset pricing for unbounded stochastic processes
- Equivalent martingale measures and no-arbitrage in stochastic securities market models
- On the Existence of Minimax Martingale Measures
- Almost sure characterization of Martingales
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