Abstract
In this first chapter, we bring together results concerning both the valuation of financial assets and equilibrium models, in a discrete framework: there are two dates, and the asset prices only take a finite number of values. We have chosen to introduce in the context of very simple models, concepts that will be developed further on in the book, in the hope of easing the reader’s task.
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© 2007 Springer-Verlag Berlin Heidelberg
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(2007). The Discrete Case. In: Financial Markets in Continuous Time. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71150-6_1
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DOI: https://doi.org/10.1007/978-3-540-71150-6_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71149-0
Online ISBN: 978-3-540-71150-6
eBook Packages: Springer Book Archive