Dynamic versus one-period completeness in event-tree security markets

DOI10.1007/S00199-005-0050-XzbMath1117.91025OpenAlexW2013784990MaRDI QIDQ852339

Anna Battauz, Fulvio Ortu

Publication date: 29 November 2006

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

Full work available at URL: https://doi.org/10.1007/s00199-005-0050-x

zbMATH Keywords

Dynamic completenessEvent-tree security marketsLaw of one priceOne-period completeness

Mathematics Subject Classification ID

Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Dynamic versus one-period completeness in event-tree security markets

Cites Work

• Dynamic versus one-period completeness in event-tree security markets
• Unnamed Item
• Unnamed Item

This page was built for publication: Dynamic versus one-period completeness in event-tree security markets