Pages that link to "Item:Q1920942"
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The following pages link to Existence of equivalent martingale measures in finite dimensional securities markets (Q1920942):
Displaying 5 items.
- A note on the existence of unique equivalent martingale measures in a Markovian setting (Q1267819) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- On complete securities markets and the martingale property of securities prices (Q1676595) (← links)
- Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (Q2707159) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)