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”
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2003 Springer Basel AG
About this chapter
Cite this chapter
Ingersoll, J.E. (2003). General One-Period Models. In: Mathematical Finance and Probability. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8041-1_6
Download citation
DOI: https://doi.org/10.1007/978-3-0348-8041-1_6
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-7643-6921-7
Online ISBN: 978-3-0348-8041-1
eBook Packages: Springer Book Archive