On complete securities markets and the martingale property of securities prices
- 31 December 1989
- journal article
- Published by Elsevier in Economics Letters
- Vol. 31 (1) , 37-41
- https://doi.org/10.1016/0165-1765(89)90108-0
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- étude des solutions extrémales et représentation intégrale des solutions pour certains problèmes de martingalesProbability Theory and Related Fields, 1977
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973