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

DOI10.1007/S00199-005-0050-XMaRDI QIDQ852339zbMATH OpenOpenAlexFDO

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

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)

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• On the completeness of complete markets
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• On complete securities markets and the martingale property of securities prices

Cites work

• scientific article; zbMATH DE number 4081235 (Why is no real title available?)
• scientific article; zbMATH DE number 50702 (Why is no real title available?)
• Dynamic versus one-period completeness in event-tree security markets

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