A general version of the fundamental theorem of asset pricing View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1994-09

AUTHORS

Freddy Delbaen, Walter Schachermayer

ABSTRACT

N/A

PAGES

463-520

References to SciGraph publications

  • 1990. Stochastic Integration and Differential Equations, A New Approach in NONE
  • 1976. Introduction et notations generales in SÉMINAIRE DE PROBABILITÉS X UNIVERSITÉ DE STRASBOURG
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  • 1988. Brownian Motion and Stochastic Calculus in NONE
  • 1979. Une topologie sur l'espace des semimartingales in SÉMINAIRE DE PROBABILITÉS XIII
  • 1980. Sur les integrales stochastiques de prccessus previsibles non bornes in SÉMINAIRE DE PROBABILITÉS XIV 1978/79
  • 1980. Compensation de processus V.F. non localement integrables in SÉMINAIRE DE PROBABILITÉS XIV 1978/79
  • 1980. Ordres Maximaux au Sens de K. Asano in NONE
  • 1980-01. Espaces de semi martingales et changement de probabilité in PROBABILITY THEORY AND RELATED FIELDS
  • 1978. Sous-espaces denses dans L1 ou H1 et representation des martingales in SÉMINAIRE DE PROBABILITÉS XII
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  • Journal

    TITLE

    Mathematische Annalen

    ISSUE

    1

    VOLUME

    300

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf01450498

    DOI

    http://dx.doi.org/10.1007/bf01450498

    DIMENSIONS

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