A general version of the fundamental theorem of asset pricing.
Mathematische Annalen, Tome 300 (1994) no. 2, pp. 463-520.

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Mots-clés : asset pricing, stochastic process, equivalent martingale measure, no arbitrage condition, no free lunch
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     title = {A general version of the fundamental theorem of asset pricing.},
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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/