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A general version of the fundamental theorem of asset pricing.
Mathematische Annalen, Tome 300 (1994) no. 2, pp. 463-520 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : asset pricing, stochastic process, equivalent martingale measure, no arbitrage condition, no free lunch 
@article{MAN_1994__300_2_165264,
     author = {Freddy Delbaen and Walter Schachermayer},
     title = {A general version of the fundamental theorem of asset pricing.},
     journal = {Mathematische Annalen},
     pages = {463--520},
     year = {1994},
     volume = {300},
     number = {2},
     zbl = {0865.90014},
     url = {http://geodesic.mathdoc.fr/item/MAN_1994__300_2_165264/}
}
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Freddy Delbaen; Walter Schachermayer. A general version of the fundamental theorem of asset pricing.. Mathematische Annalen, Tome 300 (1994) no. 2, pp. 463-520. http://geodesic.mathdoc.fr/item/MAN_1994__300_2_165264/