Probability and Mathematical Statistics > 1999 > Vol. 19, Fasc. 1 > 203--209
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journal ISSN : | 0208-4147 |
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[1] F. Black and M. Scholes, The pricing of options and corporate liabilities; J. Political Economy 3 (1973), pp. 637-659.
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[2] R. C. Dalang, A. Morton and W. Willinger, Equivalent martingale measures and no-arbitrage in stochastic securities market models, Stochastics and Stochastic Reports 29 (1990), pp. 185-201.
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[3] F. Delbean and W. Schachermayer, A general version of the fundamental theorem of asset pricing, Math. Ann. 300 (1994), pp. 463-520.