A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913)
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scientific article; zbMATH DE number 1040328
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| English | A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> |
scientific article; zbMATH DE number 1040328 |
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A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (English)
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31 August 1997
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complete markets
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multidimensional Brownian filtrations
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unique martingale measures
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0.88684624
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0.8856736
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0.8785369
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0.87647605
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0.8647651
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0.86199456
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0.85104704
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