Equivalent martingale measures and no-arbitrage
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Publication:4885236
DOI10.1080/17442509408833943zbMath0851.60042OpenAlexW1971031514MaRDI QIDQ4885236
Publication date: 4 November 1996
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833943
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Cites Work
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- Martingales and arbitrage in multiperiod securities markets
- Arbitrage and equilibrium in economies with infinitely many commodities
- Martingales and stochastic integrals in the theory of continuous trading
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
- On the fundamental theorem of asset pricing with an infinite state space
- Equivalent martingale measures and no-arbitrage in stochastic securities market models
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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