A Simple Counterexample to Several Problems in the Theory of Asset Pricing
type: Item
instance of: scholarly article
title: A Simple Counterexample to Several Problems in the Theory of Asset Pricing
zbMATH Open document ID: 0910.60038
DOI: 10.1111/1467-9965.00041
author: Freddy Delbaen
author: Walter Schachermayer
published in: Mathematical Finance
publication date: 1999-04-06T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1208360
zbMATH Keywords: martingale
zbMATH Keywords: local martingale
zbMATH Keywords: equivalent martingale measure
zbMATH Keywords: stochastic integration
zbMATH Keywords: mathematical finance
MaRDI profile type: Publication
Wikidata QID: Q124816719
full work available at URL: https://doi.org/10.1111/1467-9965.00041
OpenAlex ID: W4213342068
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description: scientific article; zbMATH DE number 1208360