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Local martingales and the fundamental asset pricing theorems in the discrete-time case |
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| Authors: | J Jacod AN Shiryaev |
| Institution: | (1) Laboratoire de Probabilités, Université P. et M. Curie et CNRS, URA 224, 4 Place Jussieu, F-75252-Paris Cedex, France , FR;(2) Steklov Mathematical Institute, Gubkina St. 8, Moscow, 117966 Russia , RU |
| Abstract: | |
| Keywords: | : Arbitrage complete models equivalent martingale measure JEL classification: G12 G13 D40 Mathematics Subject Classification (1991): 60G42 |
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