Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342)
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scientific article
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| English | Filtration shrinkage, the structure of deflators, and failure of market completeness |
scientific article |
Statements
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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0.84700745
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0.80540156
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0.8014071
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0.7985196
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0.79779565
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0.7967086
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0.7961132
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0.7954334
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0.7943103
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