A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	English
Publication status	Published - 2017

Cite this

TY - UNPB

T1 - A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting

AU - Cuchiero, Christa

AU - Klein, Irene

AU - Teichmann, Josef

PY - 2017

Y1 - 2017

UR - https://arxiv.org/abs/1705.02087

M3 - Working Paper/Preprint

BT - A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting

ER -