ChapterA General Version of the Fundamental Theorem of Asset Pricing (1994)Freddy Delbaen2008A General Version of the Fundamental Theorem of Asset Pricing (1994)Freddy Delbaen, Walter Schachermayer B2008-10-24chapterSpringer eBooks1,568 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,568 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities2007Brownian Motion and Stochastic Calculus2005Theory of rational option pricing1999Continuous Martingales and Brownian Motion1979Martingales and arbitrage in multiperiod securities markets1993Dynamic Asset Pricing Theory.1981Martingales and stochastic integrals in the theory of continuous tradingCited by1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets2004Arbitrage Theory in Continuous Time2011Tails, Fears, and Risk Premia1995Changes of numéraire, changes of probability measure and option pricing1998Long memory in continuous‐time stochastic volatility models1998The fundamental theorem of asset pricing for unbounded stochastic processes2008Microstructure noise in the continuous case: The pre-averaging approach2003Time-changed Lévy processes and option pricing