RUS
ENG
Full version
PEOPLE
Klein I
Publications in Math-Net.Ru
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting
Teor. Veroyatnost. i Primenen.
,
65
:3 (2020),
498–520
FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial markets
Teor. Veroyatnost. i Primenen.
,
60
:4 (2015),
660–685
Asymptotic arbitrage in non-complete large financial markets
Teor. Veroyatnost. i Primenen.
,
41
:4 (1996),
927–934
©
Steklov Math. Inst. of RAS
, 2024