A note on the terminal date security prices in a continuous time trading model with dividends

DOI10.1016/0304-4068(91)90011-HzbMath0737.90010OpenAlexW2096882067MaRDI QIDQ1174342

Kazuhiko Ohashi

Publication date: 25 June 1992

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(91)90011-h

zbMATH Keywords

arbitragecontinuous time security trading model

Mathematics Subject Classification ID

Trade models (91B60) Economic growth models (91B62)

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Cites Work

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• Information structure and equilibrium asset prices
• Information structures and viable price systems
• Multiperiod security markets with differential information
• Martingales and arbitrage in multiperiod securities markets
• Arbitrage and equilibrium in economies with infinitely many commodities
• Martingales and stochastic integrals in the theory of continuous trading
• Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis

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