Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
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Publication:3738856
DOI10.2307/1912326zbMath0602.90025OpenAlexW1989990346MaRDI QIDQ3738856
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/72b3e3fef1842bdf385bc77dddae5cde309f4f70
martingalefinancespanning numbercontinuous- time security tradingfinancial gainsStochastic equilibria under uncertainty
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