A measure-theoretic approach to completeness of financial markets

DOI10.1016/J.SPL.2003.10.024zbMath1125.91349OpenAlexW2036556063MaRDI QIDQ1771302

Albrecht Irle

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.024

zbMATH Keywords

Call optionsCompleteness of financial markets

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Mathematics of financial markets
• Local martingales and the fundamental asset pricing theorems in the discrete-time case
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