A Characterization of Complete Security Markets On A Brownian Filtration1
Work
Year: 1991
Type: article
Source: Mathematical Finance
Authors Robert A. Jarrow, Dilip B. Madan
Institutions Cornell University, University of Maryland, College Park
Cites: 9
Cited by: 63
Related to: 10
FWCI: 4.233
Citation percentile (by year/subfield): 89.38
Subfield: Finance
Domain: Social Sciences
Open Access status: closed