Cookies?
Library Header Image
LSE Research Online LSE Library Services

Filtration shrinkage, the structure of deflators, and failure of market completeness

Kardaras, Constantinos and Ruf, Johannes (2020) Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics. ISSN 0949-2984 (In Press)

[img] Text (Filtration shrinkage, the structure of deflators, and failure of market completeness) - Accepted Version
Pending embargo until 1 January 2100.

Download (392kB) | Request a copy

Item Type: Article
Official URL: https://www.springer.com/journal/780
Additional Information: © 2020 Springer-Verlag GmbH Germany, part of Springer Nature
Divisions: Statistics
Mathematics
Subjects: Q Science > QA Mathematics
H Social Sciences > HG Finance
Date Deposited: 03 Jun 2020 08:51
Last Modified: 07 Jul 2020 09:15
URI: http://eprints.lse.ac.uk/id/eprint/104695

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics