Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing
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Publication:3585329
DOI10.1080/17442500903251824zbMath1194.91212OpenAlexW2076769963MaRDI QIDQ3585329
Bernard Wong, Christopher C. Heyde
Publication date: 19 August 2010
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500903251824
Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
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