Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets

B-Tier
Journal: Journal of Mathematical Economics
Year: 1997
Volume: 27
Issue: 3
Pages: 283-294

Authors (2)

Girotto, Bruno (not in RePEc) Ortu, Fulvio (Università Commerciale Luigi B...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:mateco:v:27:y:1997:i:3:p:283-294
Journal Field
Theory
Author Count
2
Added to Database
2026-01-26