Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets (Q2707159)
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English | Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets |
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Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets (English)
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29 March 2001
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event-tree models
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arbitrage
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numéraires
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equivalent martingale measures
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