Equivalent martingale measures and no-arbitrage in stochastic securities market models
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Publication:3470221
DOI10.1080/17442509008833613zbMath0694.90037OpenAlexW2078274626MaRDI QIDQ3470221
Walter Willinger, Robert C. Dalang, Andrew J. Morton
Publication date: 1990
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509008833613
Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
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