A Simple Characterization of Dynamic Completeness in Continuous Time
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- Theodoros M. Diasakos, 2011. "A Simple Characterization of Dynamic Completeness in Continuous Time," Carlo Alberto Notebooks 211, Collegio Carlo Alberto.
- 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).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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).
- 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.
More about this item
KeywordsDynamically-Complete Markets; Geometric Brownian Motion; Asset Pricing;
- 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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