Dynamic versus one-period completeness in event-tree security markets

DOI10.1007/S00199-005-0050-XzbMATH Open1117.91025OpenAlexW2013784990MaRDI QIDQ852339FDOQ852339

Authors: Anna Battauz, Fulvio Ortu 

Publication date: 29 November 2006

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-005-0050-x

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zbMATH Keywords

Dynamic completenessEvent-tree security marketsLaw of one priceOne-period completeness

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economic growth models (91B62)

Cites Work

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