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Finitely additive equivalent martingale measures
Arbitrage de Finetti’s coherence principle equivalent martin-gale measure
2011/1/21
Let L be a linear space of real bounded random variables on the probability space ( ,A, P0). There is a finitely additive probability P on A, such that P ∼ P0 and EP (X) = 0 for all X ∈ L.