A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
type: Item
instance of: scholarly article
title: A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
zbMATH Open document ID: 0870.90017
author: Irene Klein
author: Walter Schachermayer
published in: The Annals of Probability
publication date: 1997-01-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 46N10
Mathematics Subject Classification ID: 47N10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 62B99
zbMATH DE Number: 961006
zbMATH Keywords: no arbitrage
zbMATH Keywords: Halmos-Savage theorem
zbMATH Keywords: mathematical finance
zbMATH Keywords: existence of equivalent martingale measures
zbMATH Keywords: stochastic processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1039639366
OpenAlex ID: W1965390163
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DOI: 10.1214/AOP/1039639366
description: scientific article