A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting

DOI10.1137/S0040585X97T990022zbMath1448.91306arXiv1705.02087OpenAlexW3096522032MaRDI QIDQ5131239

Irene Klein, Christa Cuchiero, Josef Teichmann

Publication date: 5 November 2020

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.02087

zbMATH Keywords

fundamental theorem of asset pricinglarge financial marketsfiltration shrinkage

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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