The analysis of finite security markets using martingales (Q4727935)
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scientific article; zbMATH DE number 4003172
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The analysis of finite security markets using martingales |
scientific article; zbMATH DE number 4003172 |
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The analysis of finite security markets using martingales (English)
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1987
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complete markets
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change of measure
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extremal measures
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finite security markets
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economic equilibrium
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martingale property
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0.7553195357322693
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0.7539896368980408
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0.7520933747291565
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