scientific article; zbMATH DE number 727407

MaRDI QIDQ4324326zbMATH OpenFDO

Authors Darrell Duffie

Publication date 23 February 1995

zbMATH Keywords

arbitragefinance theorymartingalesportfolio choicepricing of securities

Mathematics Subject Classification ID

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Cited in

(2)

• Martingales and arbitrage in multiperiod securities markets
• The Notion of Arbitrage and Free Lunch in Mathematical Finance

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