Arbitrage and completeness in financial markets with given N-dimensional distributions
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Publication:1762864
DOI10.1007/S10203-004-0044-3zbMATH Open1091.91032OpenAlexW2018985219MaRDI QIDQ1762864FDOQ1762864
Authors: Luciano Campi 
Publication date: 11 February 2005
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-004-0044-3
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Cited In (7)
- Title not available (Why is that?)
- Call completeness implies completeness in the \(n\)-period model of a financial market
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions
- On the support of extremal martingale measures with given marginals: the countable case
- A Note on Market Completeness with American Put Options
- Optimal investment and price dependence in a semi-static market
- A note on extremality and completeness in financial markets with infinitely many risky assets
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