Existence of equivalent martingale measures in finite dimensional securities markets

DOI10.1006/JETH.1996.0052zbMath0852.90023OpenAlexW2019995914MaRDI QIDQ1920942

Fulvio Ortu, Bruno Girotto

Publication date: 6 August 1996

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1996.0052

zbMATH Keywords

dynamic portfolio\(Q\)-martingaleset of all price-dividend systems

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets

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