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Software τ-completeness of (В, S)-market model in case of Haar special filtration with acception of arbitrage.

Abstract

Software τ-completeness of (В, S)-market model in case of Haar special filtration with acception of arbitrage.

Shishkova A.N.

The article is devoted to the analysis of the software (В, S)-market model in case of Haar special filtration is under observation.

Keywords: completeness, τ-completeness, arbitrage, (B,S)-market model