 Fundamental Theorem of Asset Pricing by Josef Teichmann

Author-hosted lecture slides: people.math.ethz.ch/~jteichma/slides_ftap.pdf

Consulted passages: slides165–170, finite-discrete-time martingale-measure theorem and one-period convex-hull argument; slides198–200, replication and uniqueness. Title page specifies Autumn term2020. The source treats broader models; the elementary wiki example restricts to a finite state space.