Beliefs and arbitrage pricing

DOI10.1016/0165-1765(87)90245-XMaRDI QIDQ899984zbMATH OpenFDO

Authors Robert A. Jarrow

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(87)90245-X

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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• Arbitrage pricing theory and risk-neutral measures
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Cites work

• scientific article; zbMATH DE number 841537 (Why is no real title available?)
• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• A note on a simplified approach to the valuation of risky streams
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading
• Spanning and completeness in markets with contingent claims

Cited in

(1)

• Asset pricing with flexible beliefs

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