A simple characterization of dynamic completeness in continuous time
Year of publication: |
2013
|
---|---|
Authors: | Diasakos, Theodoros M. |
Publisher: |
St. Andrews : Univ. of St. Andrews, School of Economics & Finance |
Subject: | Dynamically-Complete Markets | Geometric Brownian Motion | Asset Pricing | Stochastischer Prozess | Stochastic process | Theorie | Theory | CAPM |
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