An elementary proof of the Dalang–Morton–Willinger theorem

DOI10.4064/AM34-4-1MaRDI QIDQ5440256zbMATH OpenOpenAlexFDO

Authors Armen Edigarian, Agnieszka Rygiel

Publication date 1 February 2008

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am34-4-1

zbMATH Keywords

arbitrageequivalent martingale measure

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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• A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing

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