Suppose that ((S, D)) is a couple of price-dividend processes not admitting arbitrage opportunities. Generalize to the

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Suppose that $(S, D)$ is a couple of price-dividend processes not admitting arbitrage opportunities. Generalize to the multi-period case the proof of Proposition 4.29 and prove Proposition 6.30.

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Financial Markets Theory Equilibrium Efficiency And Information

ISBN: 9781447174042

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Authors: Emilio Barucci, Claudio Fontana

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Question Posted: Mar 22, 2024 01:00 PM

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Suppose that ((S, D)) is a couple of price-dividend processes not admitting arbitrage opportunities. Generalize to the

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