Non-Arbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results
Non-Arbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results
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非套利与资产定价基本定理：主要结果摘要
DOI：
10.1090/psapm/057/1737722
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发表时间：
1997
影响因子：
1.7
通讯作者：
W. Schachermayer
中科院分区：
文献类型：
--
作者：
F. Delbaen;W. Schachermayer
无套利的概念大致是说，不可能凭空赚钱。这个概念的数学翻译使用鞅理论和随机分析。本文概述了作者所取得的结果。
The concept of no arbitrage roughly says that it is impossible to make money out of nothing. The mathematical translation of this concept uses martingale theory and stochastic analysis. The paper gives an overview of the results obtained by the authors.