The financial market: not as big as you think

Tian, WD

Tian, WD (reprint author), Univ N Carolina, Belk Coll Business, Charlotte, NC 28269 USA.

MATHEMATICS AND FINANCIAL ECONOMICS, 2019; 13 (1): 67

Abstract

In a general multiperiod financial market, we show that the market trading prices at intermediate dates of some securities with simple specifications,......

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