Existence of equivalent martingale measures in finite dimensional securities markets (Q1920942)
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scientific article; zbMATH DE number 913869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of equivalent martingale measures in finite dimensional securities markets |
scientific article; zbMATH DE number 913869 |
Statements
Existence of equivalent martingale measures in finite dimensional securities markets (English)
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6 August 1996
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set of all price-dividend systems
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dynamic portfolio
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\(Q\)-martingale
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