Dynamically complete markets under Brownian motion
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Publication:2230760
DOI10.1007/s11579-021-00294-1zbMath1471.91532OpenAlexW3159914530MaRDI QIDQ2230760
Publication date: 28 September 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-021-00294-1
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Financial markets (91G15)
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