Equivalent martingale measures and no-arbitrage
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Publication:4885245
DOI10.1080/17442509408833943zbMath0851.60077MaRDI QIDQ4885245
L. C. G. Rogers, John B. Walsh
Publication date: 15 July 1996
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833943
60J65: Brownian motion
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