Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852)
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scientific article; zbMATH DE number 1069826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets |
scientific article; zbMATH DE number 1069826 |
Statements
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (English)
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23 March 1998
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state-price deflators
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numéraires
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Arrow-Debreu state prices
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equivalent martingale measures
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internality
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completeness
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