Equivalent martingale measures for large financial markets in discrete time

DOI10.1007/s001860300306zbMath1068.91037OpenAlexW2002248160MaRDI QIDQ1880250

Miklós Rásonyi

Publication date: 22 September 2004

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860300306

zbMATH Keywords

asymptotic arbitragestable random variablesAPM

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (4)

Maximizing expected utility in the arbitrage pricing model ⋮ Asymptotic arbitrage and numéraire portfolios in large financial markets ⋮ Arbitrage pricing theory and risk-neutral measures ⋮ Asymptotic arbitrage in fractional mixed markets

This page was built for publication: Equivalent martingale measures for large financial markets in discrete time