QU Tian-xing
Abstract
The fundamental theorems of asset pricing are basic results in mathematical finance. Using thesemi-martingale predictable representation and the Girsanov Theorem for the semi-martingale vector stochasticintegral,we obtain the characteristics of the completeness for semi-martingale market(Theorem 2.1),which extendthe result in [3].
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The fundamental theorems of asset pricing are basic results in mathematical finance. Using thesemi-martingale predictable representation and the Girsanov Theorem for the semi-martingale vector stochasticintegral,we obtain the characteristics of the completeness for semi-martingale market(Theorem 2.1),which extendthe result in [3].
Key concepts: Girsanov theorem, Martingale (probability theory), Mathematics, Martingale pricing, Local martingale, Doob's martingale inequality, Martingale representation theorem, Martingale difference sequence