On statistical indistinguishability of complete and incomplete discrete time market models
Year of publication: |
2023
|
---|---|
Authors: | Dokučaev, Nikolaj G. |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 461-475
|
Subject: | Forecasting | Market completeness | Market incompleteness | Price statistics | Theorie | Theory | Unvollkommener Markt | Incomplete market |
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