ON COMPLETE SECURITIES MARKETS AND THE MARTINGALE PROPERTY OF SECURITIES PRICES

被引:3
|
作者
MULLER, SM
机构
关键词
D O I
10.1016/0165-1765(89)90108-0
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:37 / 41
页数:5
相关论文
共 50 条
  • [1] Existence of equivalent Martingale measures in finite dimensional securities markets
    Girotto, B
    Ortu, F
    JOURNAL OF ECONOMIC THEORY, 1996, 69 (01) : 262 - 277
  • [2] Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
    Girotto, B
    Ortu, F
    JOURNAL OF MATHEMATICAL ECONOMICS, 1997, 27 (03) : 283 - 294
  • [3] SECURITIES MARKETS
    LEVY, GL
    AMERICAN GAS ASSOCIATION MONTHLY, 1974, 56 (10): : 26 - 28
  • [4] The significance and performance of property securities markets in the Asian IFCs
    Newell, Graeme
    Wing, Chau Kwong
    Kei, Wong Siu
    Hiang, Liow Kim
    JOURNAL OF PROPERTY RESEARCH, 2009, 26 (02) : 125 - 148
  • [5] STABILIZING SECURITIES PRICES
    KLEIN, AM
    SECURITIES REGULATION LAW JOURNAL, 1977, 5 (01): : 13 - 24
  • [6] REVOLUTION IN SECURITIES MARKETS
    SAUVAIN, HC
    BUSINESS HORIZONS, 1970, 13 (04) : 5 - 18
  • [7] OUTLOOK FOR SECURITIES MARKETS
    CARY, WL
    WERNER, W
    HARVARD BUSINESS REVIEW, 1971, 49 (04) : 16 - &
  • [8] INTERNATIONALIZATION OF SECURITIES MARKETS
    BODOLUS, CT
    BUSINESS LAWYER, 1974, 29 : 107 - 113
  • [9] Statistical arbitrage and securities prices
    Bondarenko, O
    REVIEW OF FINANCIAL STUDIES, 2003, 16 (03): : 875 - 919
  • [10] A martingale representation theorem and valuation of defaultable securities
    Choulli, Tahir
    Daveloose, Catherine
    Vanmaele, Michele
    MATHEMATICAL FINANCE, 2020, 30 (04) : 1527 - 1564