The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets (Q2441212): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2013.10.011 / rank
 
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Property / OpenAlex ID: W2089697714 / rank
 
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Latest revision as of 11:46, 7 July 2024

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The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets
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    The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets (English)
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    24 March 2014
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    sunspots
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    extrinsic uncertainty
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    numeraire assets
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    incomplete markets
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    randomization
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