{"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}
引用次数: 0
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.