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- W60021177 abstract "This chapter is devoted to the proof of the First and Second Fundamental Theorems of Asset Pricing, which characterize the existence and uniqueness of equivalent martingale measures in terms of absence of arbitrage and market completeness, respectively. We mimic the approach adopted in Chapter 6 for one-period models. Compared to the one-period case, the only additional difficulty is essentially, that the proof of the correspondence between strictly positive extensions of the pricing functional and equivalent martingale measures (Propositions 11.5 and 11.6) is slightly more involved in some technical aspects." @default.
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- W60021177 date "2003-01-01" @default.
- W60021177 modified "2023-09-23" @default.
- W60021177 title "The Fundamental Theorems of Asset Pricing" @default.
- W60021177 doi "https://doi.org/10.1007/978-3-0348-8041-1_11" @default.
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