Equivalent locally martingale measure for the deflator process on ordered Banach algebra
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Publication:780496
DOI10.1155/2020/5785098zbMATH Open1448.91284OpenAlexW3035599530MaRDI QIDQ780496FDOQ780496
Authors: Boushra Y. Hussein 
Publication date: 15 July 2020
Published in: Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/5785098
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- No arbitrage: On the work of David Kreps
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- On the fundamental theorem of asset pricing with an infinite state space
- In discrete time a local martingale is a martingale under an equivalent probability measure
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