On the probability of completeness for large markets

DOI10.1007/S13160-011-0040-2zbMath1225.91023OpenAlexW2084650852MaRDI QIDQ645275

Hailiang Yang, John A. Wright, Phillip S. C. Yam

Publication date: 14 November 2011

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-011-0040-2

zbMATH Keywords

market completenesslarge marketsgeneral linear groups over a finite fieldmultiperiod modelsingle period model

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• The asymptotic probability that a random biased matrix is invertible

This page was built for publication: On the probability of completeness for large markets