Before revision: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class of non-negligible sets\mathcal{S , which we call Arbitrage de la classe S.
After revision: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class \mathcal{S , which we call Arbitrage de la classe S.