A martingale characterization of equilibrium asset price processes (Q1969027)
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scientific article; zbMATH DE number 1415621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale characterization of equilibrium asset price processes |
scientific article; zbMATH DE number 1415621 |
Statements
A martingale characterization of equilibrium asset price processes (English)
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2000
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Markovian diffusion price process
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equilibrium
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partial differential equation
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martingale
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