Market completeness: A return to order

被引：3

作者：

Stoica, G ^{[1
]}

机构：

[1] Univ New Brunswick, Dept Math, St John, NB E2L 4L5, Canada

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2003年 / 131卷 / 01期

关键词：

D O I：

10.1090/S0002-9939-02-06523-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate market completeness with respect to the topology generated by the order relation on a linear lattice of functions describing, in a two-times economy, the associated cash flow space. The study is leading us towards alternative definitions for market completeness, in terms of trading strategy operators and approximate convergent martingales spanning on such linear lattices.

引用

页码：285 / 290

页数：6

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