DOI10.1111/1467-9965.00050zbMath0910.90006MaRDI QIDQ4213038
Simon H. Babbs, M. J. P. Selby
Publication date: 7 October 1998 Published in: Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/1467-9965.00050
zbMATH Keywords
incomplete markets; contingent claims; pricing by arbitrage; information filtration
Mathematics Subject Classification ID
91B24: Microeconomic theory (price theory and economic markets)
91B44: Economics of information
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