The topic of the present paper is the statement and proof of the subsequent Fundamental Theorem of Asset Pricing in a general version for not necessarily locally bounded semi-martingales
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© 2006 Springer-Verlag Berlin Heidelberg
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Delbaen, F., Schachermayer, W. (2006). The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998). In: The Mathematics of Arbitrage. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31299-4_14
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DOI: https://doi.org/10.1007/978-3-540-31299-4_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-21992-7
Online ISBN: 978-3-540-31299-4
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