Equivalent martingale measures and no-arbitrage in stochastic securities market models
- 1 February 1990
- journal article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 29 (2) , 185-201
- https://doi.org/10.1080/17442509008833613
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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