Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (Q2707159)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. |
scientific article |
Statements
29 March 2001
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event-tree models
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arbitrage
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numéraires
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equivalent martingale measures
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Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (English)
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