The role of (quasi) analyticity in establishing completeness of financial markets equilibria (Q5111107)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The role of (quasi) analyticity in establishing completeness of financial markets equilibria |
scientific article; zbMATH DE number 7204222
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The role of (quasi) analyticity in establishing completeness of financial markets equilibria |
scientific article; zbMATH DE number 7204222 |
Statements
The Role of (Quasi) Analyticity in Establishing Completeness of Financial Markets Equilibria (English)
0 references
26 May 2020
0 references
financial markets equilibria
0 references
continuous-time securities market
0 references
0 references
0 references
0 references
0 references
0 references
0.8369006514549255
0 references
0.8149917125701904
0 references
0.7913652658462524
0 references
0.7896879315376282
0 references
0.783950924873352
0 references
