A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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Theoretical or Mathematical/ stochastic processes stock markets/ stock markets stochastic processes Hilbert space proof fundamental theorem of asset pricing finite discrete time arbitrage opportunities martingale measure orthogonality arguments/ C1290D Systems theory applications in economics and business C1140Z Other topics in statistics E0210J Statistics E0220 Economics E1540 Systems theory applications
DOI：
10.1016/0167-6687(92)90013-2
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年份：
1992
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