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I have been a bit quick writing this up. The following needs to be added:
Definition of the market including probability space, filtration, stochastic process used as a model for stock prices
better explanation of the duality between risk neutral measures and arbitrage
More stuff on the various different types of the fundamental theorem
equivalent martingale measure as synonym of risk neutral measure —Preceding
unsigned comment added by
AJR 1978 (
talk •
contribs) 19:32, 6 March 2006
What's written now seems to suggest that NFLVR is weaker than no-arbitrage. Surely it is stronger, i.e. NFLVR implies that there are no arbitrage opportunities but the converse is not true. —Preceding
unsigned comment added by
78.82.85.33 (
talk)
00:56, 15 January 2010 (UTC)reply
Shouldn't it be a money market account since its value is (unlike bonds) not subject to changes in the marekt interest rate? see also steven shreve's "stochastic calculus for finance" — Preceding
unsigned comment added by
131.220.192.21 (
talk)
15:07, 5 February 2012 (UTC)reply