Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Bruno Girotto ; Fulvio Ortu
| Year of publication: |
1997
|
|---|---|
| Authors: | Girotto, Bruno |
| Other Persons: | Ortu, Fulvio (contributor) |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 27.1997, 3, p. 283-294
|
| Subject: | CAPM | Wertpapierhandel | Securities trading | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001222840