References

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• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
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• 1990Equivalent martingale measures and no-arbitrage in stochastic securities market models421 cited
• 2005The Mathematics of Arbitrage344 cited
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• 1992REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED201 cited
• 1994MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON201 cited
• 2006The Mathematics of Arbitrage187 cited
• 1997Optional decomposition and Lagrange multipliers149 cited
• 1994Equivalent martingale measures and no-arbitrage