مرکز منطقه ای اطلاع رساني علوم و فناوري - Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets

Title of article :

Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets

Author/Authors :

Bruno Girotto، نويسنده , , Fulvio Ortu، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 1997

Pages :

From page :

283

To page :

294

Keywords :

Numeraires , Arrow-Debreu state prices , Completeness , State-price deflators , Internality , Equivalent martingale measures

Journal title :

Journal of Mathematical Economics

Serial Year :

1997

Journal title :

Journal of Mathematical Economics

Record number :

155581

Link To Document :