MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
type: Item
instance of: scholarly article
title: MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
zbMATH Open document ID: 0893.90017
author: Walter Schachermayer
published in: Mathematical Finance
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1106707
zbMATH Keywords: martingales
zbMATH Keywords: equivalent probability measures
zbMATH Keywords: arbitrage
zbMATH Keywords: securities markets
zbMATH Keywords: no free lunch with bounded risk
zbMATH Keywords: equivalent martingale measure
MaRDI profile type: Publication
full work available at URL: j.1467-9965.1994.tb00048.x
OpenAlex ID: W2006470286
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DOI: 10.1111/J.1467-9965.1994.TB00048.X
description: scientific article; zbMATH DE number 1106707