A Simple Characterization of Dynamic Completeness in Continuous Time
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- Diasakos, Theodoros M, 2013. "A Simple Characterization of Dynamic Completeness in Continuous Time," SIRE Discussion Papers 2013-91, Scottish Institute for Research in Economics (SIRE).
- Theodoros M. Diasakos, 2012. "A Simple Characterization of Dynamic Completeness in Continuous Time," Discussion Paper Series, Department of Economics 201312, Department of Economics, University of St. Andrews, revised 02 Sep 2013.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Theodoros M. Diasakos, 2013.
"Comparative Statics of Asset Prices: the effect of other assets' risk,"
Discussion Paper Series, Department of Economics
201315, Department of Economics, University of St. Andrews, revised 08 Jan 2014.
- Diasakos, Theodoros M, 2013. "Comparative Statics of Asset Prices: the effect of other assets' risk," SIRE Discussion Papers 2013-94, Scottish Institute for Research in Economics (SIRE).
More about this item
KeywordsDynamically-Complete Markets; Continuous Time; General Equilibrium;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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