Talk:Fundamental theorem of arbitrage-free pricing

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I have been a bit quick writing this up. The following needs to be added:

1. Definition of the market including probability space, filtration, stochastic process used as a model for stock prices
2. better explanation of the duality between risk neutral measures and arbitrage
3. More stuff on the various different types of the fundamental theorem
4. equivalent martingale measure as synonym of risk neutral measure