Almost sure characterization of Martingales

DOI10.1080/17442509408833919zbMath0827.60032OpenAlexW2081357566MaRDI QIDQ4849127

Peter Lakner, Marco Frittelli

Publication date: 29 October 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833919

zbMATH Keywords

asset pricingequivalent martingale measurefree lunchrisk-neutral probability measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic measure theory (60A10)

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