Complete and competitive financial markets in a complex world

Gianluca Cassese

Papers from arXiv.org

Abstract: We investigate the possibility of completing financial markets in a model with no exogenous probability measure and market imperfections. A necessary and sufficient condition is obtained for such extension to be possible.

Date: 2020-03, Revised 2021-03
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Citations: View citations in EconPapers (1)

Published in Finance and Stochastics 2021

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http://arxiv.org/pdf/2003.01055 Latest version (application/pdf)

Related works:
Journal Article: Complete and competitive financial markets in a complex world (2021)
Working Paper: Complete and Competitive Financial Markets in a Complex World (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2003.01055

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