A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:16, 6 February 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)
0 references
31 August 1997
0 references
complete markets
0 references
multidimensional Brownian filtrations
0 references
unique martingale measures
0 references
