Pages that link to "Item:Q1367852"

The following pages link to Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852):

Displaying 12 items.

• The connectedness of the set of equilibrium money prices depends on the choice of the numeraire (Q1183705) (← links)
• On complete securities markets and the martingale property of securities prices (Q1676595) (← links)
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
• Existence of equivalent martingale measures in finite dimensional securities markets (Q1920942) (← links)
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
• A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
• No free lunch for markets with multiple numéraires (Q2686002) (← links)
• Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (Q2707159) (← links)
• M6—On Minimal Market Models and Minimal Martingale Measures (Q3000875) (← links)
• A Characterization of Complete Security Markets On A Brownian Filtration¹ (Q4345913) (← links)
• On hedging in finite security markets (Q4541574) (← links)
• A note on finite securities market models (Q4859230) (← links)