A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
Copyright policy )A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
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- University of Vienna Austria
90A09, 47N10, Stochastic integrals, Sufficiency and information, Martingales with continuous parameter, Halmos-Savage theorem, equivalent martingale measure, Finance etc., 60H05, 60G44, existence of equivalent martingale measures, 62B20, Applications of functional analysis in optimization, convex analysis, mathematical programming, economics, asymptotic arbitrage, 46N10, no arbitrage, 101007 Financial mathematics, mathematical finance, 101019 Stochastics, 101007 Finanzmathematik, large financial markets, Applications of operator theory in optimization, convex analysis, mathematical programming, economics, stochastic processes, 101019 Stochastik
90A09, 47N10, Stochastic integrals, Sufficiency and information, Martingales with continuous parameter, Halmos-Savage theorem, equivalent martingale measure, Finance etc., 60H05, 60G44, existence of equivalent martingale measures, 62B20, Applications of functional analysis in optimization, convex analysis, mathematical programming, economics, asymptotic arbitrage, 46N10, no arbitrage, 101007 Financial mathematics, mathematical finance, 101019 Stochastics, 101007 Finanzmathematik, large financial markets, Applications of operator theory in optimization, convex analysis, mathematical programming, economics, stochastic processes, 101019 Stochastik
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