Applicationes Mathematicae > 2000 > 27 > 4 > 419-436
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journal ISSN : | 1233-7234 |
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[1] R. C. Dalang, A. Morton and W. Willinger, Equivalent martingale measures and no-arbitrage in stochastic securities market models, Stochastics Stochastics Rep. 29 (1990), 185-201.
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[2] B. Girotto and F. Ortu, Existence of equivalent martingale measures in finite-dimensional securities markets, J. Econom. Theory 69 (1996), 262-277.
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[3] J. M. Harrison and D. M. Kreps, Martingales and arbitrage in multiperiod securities markets, J. Econom. Theory 20 (1979), 381-408.