Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013): Difference between revisions

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Revision as of 00:10, 20 March 2024

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Completeness of security markets and backward stochastic differential equations with unbounded coefficients
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    Completeness of security markets and backward stochastic differential equations with unbounded coefficients (English)
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    4 February 2009
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    completeness
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    backward stochastic differential equations
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    exponential super-martingle
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