A fundamental theorem of asset pricing for large financial markets. (Q2707160)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fundamental theorem of asset pricing for large financial markets. |
scientific article |
Statements
29 March 2001
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asymptotic arbitrage
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contiguity of measures
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equivalent (sigma-) martingale measure
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free lunch
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large financial market
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A fundamental theorem of asset pricing for large financial markets. (English)
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0.93932503
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0.91371155
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0.90625584
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0.8835854
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0.8807156
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0.8769924
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