book chapterOct 24, 2008Closed access

A General Version of the Fundamental Theorem of Asset Pricing (1994)

ETH Zurich · TU Wien

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Authors

2

Topics & keywords

Keywords
  • Martingale (probability theory)
  • Martingale pricing
  • Mathematical economics
  • Probability measure
  • Fundamental theorem of asset pricing
  • Arbitrage
  • Local martingale
  • Equivalence (formal languages)
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