Delbaen–Schachermayer theorem
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Fundamental_Theorem_of_Asset_Pricing
|
| gptkbp:appliesTo |
semimartingale models
|
| gptkbp:field |
gptkb:probability_theory
mathematical finance |
| gptkbp:generalizes |
gptkb:Harrison–Pliska_theorem
|
| https://www.w3.org/2000/01/rdf-schema#label |
Delbaen–Schachermayer theorem
|
| gptkbp:namedAfter |
gptkb:Freddy_Delbaen
gptkb:Walter_Schachermayer |
| gptkbp:publicationYear |
1994
|
| gptkbp:publishedIn |
gptkb:Annals_of_Mathematics
|
| gptkbp:significance |
establishes conditions for no-arbitrage in general financial markets
|
| gptkbp:state |
A market is free of arbitrage if and only if there exists an equivalent martingale measure.
|
| gptkbp:bfsParent |
gptkb:Freddy_Delbaen
|
| gptkbp:bfsLayer |
5
|