Call completeness implies completeness in the \(n\)-period model of a financial market

DOI10.1007/s00780-006-0007-3zbMath1101.91047OpenAlexW1985066676MaRDI QIDQ854278

Lothar Rogge

Publication date: 8 December 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-006-0007-3

zbMATH Keywords

complete markets\(n\)-period model of a financial market

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items (1)

A Note on Market Completeness with American Put Options

Cites Work

• Option pricing: A simplified approach
• Stochastic finance. An introduction in discrete time
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