A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9965.1991.tb00014.x / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank | |||
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| Property / cites work: Q3959169 / rank | |||
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| Property / cites work: Calcul stochastique et problèmes de martingales / rank | |||
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| Property / cites work: Q4039796 / rank | |||
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| Property / cites work: On complete securities markets and the martingale property of securities prices / rank | |||
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| Property / DOI: 10.1111/J.1467-9965.1991.TB00014.X / rank | |||
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Latest revision as of 09:49, 31 December 2024
scientific article; zbMATH DE number 1040328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> |
scientific article; zbMATH DE number 1040328 |
Statements
A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (English)
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31 August 1997
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complete markets
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multidimensional Brownian filtrations
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unique martingale measures
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