Arbitrage and completeness in financial markets with given N-dimensional distributions

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Dewey
Probabilités et mathématiques appliquéesSujet
Price Process; Risky Asset; Trading Strategy; Option Price; Probability MeasureJournal issue
Decisions in Economics and Finance;1593-8883Volume
27Number
1Publication date
08-2004Article pages
57–80Publisher
SpringerCollections
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Show full item recordAuthor
Campi, Luciano
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
98564 Laboratoire de Finance des Marchés d'Energie [FiME Lab]
98564 Laboratoire de Finance des Marchés d'Energie [FiME Lab]