A martingale representation result and an application to incomplete financial markets
Year of publication: |
1992
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Authors: | Jacka, Saul D. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 2.1992, 4, p. 239-250
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Subject: | CAPM | Theorie | Theory |
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