The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726)
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scientific article; zbMATH DE number 6328575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The two fundamental theorems of asset pricing for a class of continuous-time financial markets |
scientific article; zbMATH DE number 6328575 |
Statements
11 August 2014
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arbitrage and completeness of financial markets
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first and the second fundamental theorems of asset pricing
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Itō processes
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predictable representation of local martingales
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extremal martingale measures
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The two fundamental theorems of asset pricing for a class of continuous-time financial markets (English)
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