1998•Finance and StochasticsRequires access

Local martingales and the fundamental asset pricing theorems in the discrete-time case

Jean Jacod, Albert N. Shiryaev

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Key concepts: Martingale (probability theory), Local martingale, Martingale pricing, Mathematical finance, Fundamental theorem of asset pricing, Mathematical proof, Mathematics, Mathematical economics

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Local martingales and the fundamental asset pricing theorems in the discrete-time case — Research Paper | ScholarLens