Abstract
We give a new proof of the classical Dalang-Morton-Willinger theorem.
Mathematics Subject Classification (2000):
- 60GXX
- 60HXX
- 60JXX
Keywords:
- no-arbitrage criteria
- martingale measure
- Kreps-Yan theorem
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© 2001 Springer-Verlag Berlin/Heidelberg
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Kabanov, Y., Sticker, C. (2001). A teacher’s note on no-arbitrage criteria. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXV. Lecture Notes in Mathematics, vol 1755. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44671-2_9
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DOI: https://doi.org/10.1007/978-3-540-44671-2_9
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-41659-3
Online ISBN: 978-3-540-44671-2
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