Existence of equivalent martingale measures in finite dimensional securities markets
Year of publication: |
1996
|
---|---|
Authors: | Girotto, Bruno |
Other Persons: | Ortu, Fulvio (contributor) |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 69.1996, 1, p. 262-277
|
Subject: | CAPM | Wertpapierhandel | Securities trading | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
-
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Girotto, Bruno, (1997)
-
An asset market test of a mechanism for inducing stochastic horizons in experiments
Camerer, Colin, (1996)
-
Multivariate general compound point processes in limit order books
Guo, Qi, (2020)
- More ...
-
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno, (2000)
-
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Girotto, Bruno, (1997)
-
Girotto, Bruno, (1994)
- More ...