Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions

DOI10.1007/s10203-004-0044-3zbMath1091.91032OpenAlexW2018985219MaRDI QIDQ1762864

Luciano Campi

Publication date: 11 February 2005

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-004-0044-3

Mathematics Subject Classification ID

Related Items (4)

A Note on Market Completeness with American Put Options ⋮ Optimal investment and price dependence in a semi-static market ⋮ A continuous non-Brownian motion martingale with Brownian motion marginal distributions ⋮ On the support of extremal martingale measures with given marginals: the countable case

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