On the fundamental theorem of asset pricing with an infinite state space

DOI10.1016/0304-4068(91)90014-KzbMath0721.90016OpenAlexW2061270640MaRDI QIDQ2641205

Publication date: 1991

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(91)90014-k

zbMATH Keywords

finitely additive measure optimal trading strategy risk-neutral agent securities market countably additive measure

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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