Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (Q2707159)
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scientific article; zbMATH DE number 1582864
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| English | Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. |
scientific article; zbMATH DE number 1582864 |
Statements
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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Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (English)
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0.8621602654457092
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0.7997155785560608
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0.7967166304588318
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0.796491801738739
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