Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:54, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets |
scientific article |
Statements
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (English)
0 references
23 March 1998
0 references
state-price deflators
0 references
numéraires
0 references
Arrow-Debreu state prices
0 references
equivalent martingale measures
0 references
internality
0 references
completeness
0 references
