EXISTENCE OF STOCHASTIC EQUILIBRIUM WITH INCOMPLETE FINANCIAL MARKETS

被引：0

|

作者：

ZHANG SHUNMING

机构：

来源：

Applied Mathematics:A Journal of Chinese Universities | 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：

120204 ;

摘要：

ＥＸＩＳＴＥＮＣＥＯＦＳＴＯＣＨＡＳＴＩＣＥＱＵＩＬＩＢＲＩＵＭＷＩＴＨＩＮＣＯＭＰＬＥＴＥＦＩＮＡＮＣＩＡＬＭＡＲＫＥＴＳＺＨＡＮＧＳＨＵＮＭＩＮＧＡｂｓｔｒａｃｔ．Ｔｈｉｓｐａｐｅｒａｎａｌｙｚｅｓｔｈｅａｒｉｔｒａｇｅ－ｆｒｅｅｓｅｃｕｒｉｔｙ...

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页码：79 / 96

页数：18

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