Projective system approach to the martingale characterization of the absence of arbitrage
type: Item
instance of: scholarly article
title: Projective system approach to the martingale characterization of the absence of arbitrage
zbMATH Open document ID: 1031.91028
DOI: 10.1016/S0304-4068(02)00036-8
author: Miguel Mirás
author: M. J. Muñoz-Bouzo
author: Alejandro Balbás
published in: Journal of Mathematical Economics
publication date: 2003-03-23T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1886846
zbMATH Keywords: absence of arbitrage
zbMATH Keywords: martingale measure
zbMATH Keywords: asset pricing
zbMATH Keywords: perfect measures
zbMATH Keywords: projective systems
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1886846