Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions
type: Item
instance of: scholarly article
title: Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions
zbMATH Open document ID: 1091.91032
author: Luciano Campi
published in: Decisions in Economics and Finance
publication date: 2005-02-11T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 2133622
MaRDI profile type: Publication
full work available at URL: s10203-004-0044-3
OpenAlex ID: W2018985219
cites work: Option pricing impact of alternative continuous-time dynamics
cites work: Stochastic Volatility for Lévy Processes
cites work: The variance-optimal martingale measure for continuous processes
cites work: On extremal measures and subspace density
cites work: Q4218398
cites work: On weak Brownian motions of arbitrary order
cites work: Stochastic finance. An introduction in discrete time
cites work: Q3974816
cites work: On the rate of convergence of discrete-time contingent claims.
cites work: Martingales and stochastic integrals in the theory of continuous trading
cites work: Coupling and option price comparisons in a jump-diffusion model
cites work: Robust hedging of the lookback option
cites work: Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
cites work: Making Markov martingales meet marginals: With explicit constructions
cites work: Option pricing when underlying stock returns are discontinuous
cites work: Q4497382
cites work: Q5790034
cites work: Explicit formulae for time-space Brownian chaos.
cites work: Q4454897
cites work: The Existence of Probability Measures with Given Marginals
cites work: Mean-Variance Hedging Under Additional Market Information
DOI: 10.1007/S10203-004-0044-3
description: scientific article; zbMATH DE number 2133622