Finitely Additive Equivalent Martingale Measures
Year of publication: |
2010-09
|
---|---|
Authors: | Berti, Patrizia ; Pratelli, Luca ; Rigo, Pietro |
Institutions: | Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia |
Subject: | Arbitrage | de Finetti’s coherence principle | equivalent martingale measure | finitely additive probability | fundamental theorem of asset pricing |
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