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.
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