Author:
Balbás Alejandro,Mirás Miguel Ángel,Muñoz-Bouzo Marı́a José
Subject
Applied Mathematics,Economics and Econometrics
Reference17 articles.
1. On the fundamental theorem of asset pricing with an infinite state space;Back;Journal of Mathematical Economics,1991
2. Measures on topological spaces;Bogachev;Journal of Mathematical Sciences,1998
3. Bourbaki, N., 1969. Intégration. In: Eléments de Mathématique. Diffusion C.C.L.S., Paris (Chapitre IX).
4. Equivalent martingale measures and no arbitrage in stochastic securities market models;Dalang;Stochastics and Stochastic Reports,1990
5. The fundamental theorem of asset pricing for unbounded stochastic processes;Delbaen;Mathematische Annalen,1998
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Martingales and arbitrage: a new look;Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas;2009-09
2. Infinitely Many Securities and the Fundamental Theorem of Asset Pricing;Mediterranean Journal of Mathematics;2007-10
3. Risk-neutral valuation with infinitely many trading dates;Mathematical and Computer Modelling;2007-06
4. On the martingale property of economic and financial instruments;International Review of Economics & Finance;2006-01
5. Stochastic measures of arbitrage;Top;2002-12