MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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Publication:4372021
DOI10.1111/j.1467-9965.1994.tb00048.xzbMath0893.90017OpenAlexW2006470286MaRDI QIDQ4372021
Publication date: 22 July 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00048.x
martingalesequivalent martingale measurearbitragesecurities marketsequivalent probability measuresno free lunch with bounded risk
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