On the existence of equivalent tau-measures in finite discrete time
| Year of publication: |
1994-11
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|---|---|
| Authors: | Schuerger, Klaus |
| Institutions: | University of Bonn, Germany |
| Subject: | equivalent martingale measure | no-arbitrage | security market |
| Extent: | application/postscript |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series SFB Discussion Paper Number 297, to appear: Stochastic Processes and their Applications 61 (1996) 109- 128 |
| Classification: | G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10004968322