A quantitative and a dual version of the halmos-savage theorem with applications to mathematical finance

Annals of Probability

Volumn 24, Issue 2, 1996, Pages 867-881

  Klein, Irene ^a   Schachermayer, Walter ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Asymptotic arbitrage; Equivalent martingale measure; Halmos savage theorem; Large financial markets; Mathematical finance

Indexed keywords

EID: 0030519889     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1039639366     Document Type: Article

References (13)

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