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A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting

  • Published:2020-01 Issue:3 Volume:65 Page:388-404
  • ISSN:0040-585X
  • Container-title:Theory of Probability & Its Applications
  • language:en
  • Short-container-title:Theory Probab. Appl.

Author:

Cuchiero C.,Klein I.,Teichmann J.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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