General One-Period Models

J. E. Ingersoll

Chapter Chapter 6 in Mathematical Finance and Probability, 2003, pp 111-128 from Springer

Abstract: Abstract We now turn to a generalization of the simple one-period model of Chapter 1. The generalization will consist in considering an arbitrary but finite number of “states” and “securities”

Date: 2003
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DOI: 10.1007/978-3-0348-8041-1_6

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