ABSTRACT
Let (Ω,FN ,F, P ) be a discrete stochastic basis with filtration F = (Fn)n≤N : F0 = {∅,Ω} ⊆ F1 ⊆ . . . ⊆ FN .
Consider a (B,S)-market with a non-risky asset B defined by a deterministic (or predictable) sequence of its prices (Bn)Nn=0 , B0 = 1. A risky asset S is defined by a stochastic sequence (of prices) (Sn)Nn=0 adopted to filtration F.
