Showing 1 - 7 of 7
This paper extends the known results on the equivalence between market completeness and the uniqueness of martingale measures for finite asset economies, to the infinite asset case. Our arguments employ results from the theory of linear operators between locally convex topological vector spaces....
Persistent link: https://www.econbiz.de/10005390654
Persistent link: https://www.econbiz.de/10001367662
Persistent link: https://www.econbiz.de/10001189278
Persistent link: https://www.econbiz.de/10001244804
Persistent link: https://www.econbiz.de/10001444170
Persistent link: https://www.econbiz.de/10008218080
"This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift...
Persistent link: https://www.econbiz.de/10014317306