Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852): Difference between revisions

@@ Property / cites work @@
+On the fundamental theorem of asset pricing with an infinite state space
+Normal rank
@@ Property / cites work @@
+Q4000330
@@ Property / cites work: Q4000330 / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Existence of equivalent martingale measures in finite dimensional securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A stochastic calculus model of continuous trading: Complete markets
+Normal rank
@@ Property / cites work @@
+Information structures and viable price systems
@@ Property / cites work: Information structures and viable price systems / rank @@
+Normal rank