Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets (Q2707159)

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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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