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 |
|---|---|---|---|
| English | The analysis of finite security markets using martingales |
scientific article; zbMATH DE number 4003172 |
Statements
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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