Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278): Difference between revisions
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Latest revision as of 11:33, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call completeness implies completeness in the \(n\)-period model of a financial market |
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Call completeness implies completeness in the \(n\)-period model of a financial market (English)
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8 December 2006
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The author considers an arbitrage-free \(n\)-period model of a financial market with strictly positive numéraire and \(g\) risky asset. It is assumed that the system of attainable claims fulfils the call-completeness condition. The cases of general and predictable numéraire are considered, and completeness of the market is proved in the latter case.
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\(n\)-period model of a financial market
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complete markets
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