This paper delves into the evolution and intricacies of financial mathematics, tracing its roots from Bachelier's groundbreaking work in 1900 to the comprehensive financial market models of the 1990s. While the general market model postulated by Delbaen in 1998 serves as an inclusive framework, certain gaps and limitations persist, particularly concerning nondiscounted setups, potentially negative price processes, and dividend considerations. The aim of the contribution is to bridge these gaps by presenting a general market model that encompasses dividend payments in real-world contexts, transitioning subsequently to a discounted setup. We define such a market and find the necessary technical requirements.