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EXISTENCE OF STOCHASTIC EQUILIBRIUM WITH INCOMPLETE FINANCIAL MARKETS
被引:0
|
作者
:
ZHANG SHUNMING
论文数:
0
引用数:
0
h-index:
0
ZHANG SHUNMING
机构
:
来源
:
AppliedMathematics:AJournalofChineseUniversities
|
1998年
/ 01期
关键词
:
Stochastic equilibrium;
security trading strategy;
arbitrage free price process;
incomplete financial markets;
D O I
:
暂无
中图分类号
:
F062.5,F832.5 [];
学科分类号
:
摘要
:
EXISTENCEOFSTOCHASTICEQUILIBRIUMWITHINCOMPLETEFINANCIALMARKETSZHANGSHUNMINGAbstract.Thispaperanalyzesthearitrage-freesecurity...
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页码:79 / 96
页数:18
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