A note on completeness in large financial markets-Reference-Cited by-同舟云学术

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A note on completeness in large financial markets

Published:2004-04 Issue:2 Volume:14 Page:295-315
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

De Donno Marzia

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.0960-1627.2004.00193.x/fullpdf

Reference19 articles.

1. APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES

2. The Second Fundamental Theorem of Asset Pricing: A New Approach

3. Arbitrage Theory in Continuous Time

4. Diversified Portfolios in Continuous Time *

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Index;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

2. Appendix C;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

3. Appendix B;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

4. Appendix A;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

5. Analysis of the Morton–Musiela Equation;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

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