Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852)

From MaRDI portal





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)
    0 references
    0 references
    0 references
    23 March 1998
    0 references
    state-price deflators
    0 references
    numéraires
    0 references
    Arrow-Debreu state prices
    0 references
    equivalent martingale measures
    0 references
    internality
    0 references
    completeness
    0 references

    Identifiers