A note on finite securities market models

DOI10.1080/07362999508809416zbMath0841.60028OpenAlexW2092626357MaRDI QIDQ4859230

Norman L. Kleinberg

Publication date: 2 January 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809416

zbMATH Keywords

contingent claimsmodulepolynomial algebrafinite securities modelsself financing strategy

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading
• The multiplicity of an increasing family of \(\sigma\)-fields

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