Complete markets do not allow free cash flow streams
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-014-0489-2.pdf
Reference14 articles.
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3. Bäuerle N, Rieder U (2011) Markov decision processes with applications to finance. Springer, Berlin
4. Bäuerle N, Urban SP, Veraart LAM (2012) The relaxed investor with partial information. SIAM J Financ Math 3:304–327
5. Bernard C, Chen JS, Vanduffel S (2013) Rationalizing investors choice. arXiv:1302.4679
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