Browsing Matematisk institutt by Author "Eide, Inga Baadshaug"
Now showing items 1-5 of 5
-
Eide, Inga Baadshaug (Research report / Forskningsrapport, 2007)In this paper we use some ideas of Cornet and de Boisdeffre to study the concept of arbitrage under asymmetric information. The mathematical framework is a separable probability space where the agents' information are ...
-
Di Nunno, Giulia; Eide, Inga Baadshaug (Research report / Forskningsrapport, 2008)In a continuous time market model we consider the problem of existence of an equivalent martingale measure with density lying within given lower and upper bounds and we characterize a necessary and sufficient condition for ...
-
Di Nunno, Giulia; Eide, Inga Baadshaug (Research report / Forskningsrapport, 2008)We study a large financial market where the discounted asset prices are modeled by martingale random fields. This approach allows the treatment of both the cases of a market with a countable amount of assets and of a market ...
-
Eide, Inga Baadshaug (Research report / Forskningsrapport, 2009)In this note we extend Radner's ([6]) result on the revealing properties of a rational expectations equilibrium to the case of an infinite dimensional probability space. Radner's auxiliary proposition, which states that ...
-
Eide, Inga Baadshaug (Research report / Forskningsrapport, 2008)No abstract