{"title":"不完全市场","authors":"T. Björk","doi":"10.1093/0198775180.003.0010","DOIUrl":null,"url":null,"abstract":"This chapter is an introduction to a series of chapters on incomplete markets. We present the general setting in terms of a Markov factor and we discuss how incompleteness comes into play in this model.","PeriodicalId":311283,"journal":{"name":"Arbitrage Theory in Continuous Time","volume":"49 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Incomplete Markets\",\"authors\":\"T. Björk\",\"doi\":\"10.1093/0198775180.003.0010\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This chapter is an introduction to a series of chapters on incomplete markets. We present the general setting in terms of a Markov factor and we discuss how incompleteness comes into play in this model.\",\"PeriodicalId\":311283,\"journal\":{\"name\":\"Arbitrage Theory in Continuous Time\",\"volume\":\"49 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Arbitrage Theory in Continuous Time\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1093/0198775180.003.0010\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Arbitrage Theory in Continuous Time","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/0198775180.003.0010","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This chapter is an introduction to a series of chapters on incomplete markets. We present the general setting in terms of a Markov factor and we discuss how incompleteness comes into play in this model.