On one financial market with multi assets.

Author: Zaza Khechinashvili
Co-authors: Besarion Dochviri
Keywords: Financial market, martingale measure, arbitrage, complete market.
Annotation:

Financial (B,S) market with one risky asset and several riskless bonds is considered. It is introduced mutual interest rate and the theorems of martingale measure existence, arbitrage and completeness are proved.