Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342): Difference between revisions

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Filtration shrinkage, the structure of deflators, and failure of market completeness
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    Filtration shrinkage, the structure of deflators, and failure of market completeness (English)
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    11 November 2020
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    Bayes rule
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    Brownian motion
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    deflator
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    Lévy transform
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    local martingale
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    market completeness
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    predictable representation property
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