Showing 1 - 4 of 4
We consider a stochastic financial exchange economy with a finite date-event tree representing time and uncertainty and a financial structure with possibly long-term assets. We exhibit a sufficient condition under which the set of marketable payoffs depends continuously on the arbitrage free...
Persistent link: https://www.econbiz.de/10011155084
Persistent link: https://www.econbiz.de/10010462703
Persistent link: https://www.econbiz.de/10011900512
Persistent link: https://www.econbiz.de/10013488820