Completeness of securities market models -- an operator point of view
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Publication:1305426
DOI10.1214/aoap/1029962754zbMath0941.91019OpenAlexW2078179381MaRDI QIDQ1305426
Publication date: 7 August 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962754
Heath-Jarrow-Morton modelmarket completenessequivalent martingale measuresweak* topologyBlack-Scholes models
Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cites Work
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