Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Towards a proof of the first fundamental theorem of financial mathematics

From MaRDI portal
Publication:4256813
Jump to:navigation, search

DOI10.1070/RM1998V053N06ABEH000098zbMATH Open0939.60026OpenAlexW1967067133MaRDI QIDQ4256813

Pavel Gapeev

Publication date: 5 July 2000

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1998v053n06abeh000098



zbMATH Keywords

financial marketequivalent martigale measure


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)



Related Items (2)

Risk-neutral valuation with infinitely many trading dates ⋮ Local prelimit theorems and their applications to finance






This page was built for publication: Towards a proof of the first fundamental theorem of financial mathematics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4256813)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4256813&oldid=18155744"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 6 February 2024, at 17:49.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki