
Fundamental theorem of asset pricing: a strengthened version and а martingale measures search area
Author(s) -
А. В. Лебедев,
G. S. Romashchenko,
П. П. Забрейко
Publication year - 2022
Publication title -
doklady nacionalʹnoj akademii nauk belarusi
Language(s) - English
Resource type - Journals
eISSN - 2524-2431
pISSN - 1561-8323
DOI - 10.29235/1561-8323-2022-66-2-135-140
Subject(s) - capital asset pricing model , martingale (probability theory) , economics , asset (computer security) , consumption based capital asset pricing model , martingale pricing , financial economics , mathematical economics , econometrics , mathematics , computer science , local martingale , computer security