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In discrete time a local martingale is a martingale under an equivalent probability measure
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In discrete time a local martingale is a martingale under an equivalent probability measure (2008)In discrete time a local martingale is a …Séminaire de Probabilités XXXV (2001)Séminaire de Probabilités XXXVA teacher’s note on no-arbitrage criteria (2001)A teacher’s note on no-arbitr…Local martingales and the fundamental asset pricing theorems in the discrete-time case (1998)Local martingales and the fun…MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (1994)MARTINGALE MEASURES FOR DISCR…Equivalent martingale measures and no-arbitrage in stochastic securities market models (1990)Equivalent martingale measure…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)Dynamic Asset Pricing Theory. (1993)Option Pricing: Valuation Models and Applications (2004)Consistent price systems and face-lifting pricing under transaction costs (2008)Option Valuation with Conditional Heteroskedasticity and Nonnormality (2009)On a Triplet of Exponential Brownian Functionals (2001)Arbitrage Under Transaction Costs Revisited (2009)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (2004)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2006)Arbitrage and equilibrium in economies with infinitely many commodities (1981)On utility maximization in discrete-time financial market models (2005)The fundamental theorem of asset pricing under transaction costs (2012)A note on the condition of no unbounded profit with bounded risk (2014)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)
this work references cited by second hop

References

  • 1990Equivalent martingale measures and no-arbitrage in stochastic securities market models421 cited
  • 1994MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON201 cited
  • 1998Local martingales and the fundamental asset pricing theorems in the discrete-time case173 cited
  • 2001A teacher’s note on no-arbitrage criteria127 cited
  • 2001Séminaire de Probabilités XXXV21 cited

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