Beliefs and arbitrage pricing
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Publication:899984
DOI10.1016/0165-1765(87)90245-XzbMATH Open1328.91120MaRDI QIDQ899984FDOQ899984
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Cites Work
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spanning and completeness in markets with contingent claims
- A note on a simplified approach to the valuation of risky streams
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