Martingales and arbitrage in multiperiod securities markets

Abstract

No abstract was published for this record.

Cite this

J. Michael Harrison, David M. Kreps (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory. https://doi.org/10.1016/0022-0531(79)90043-7

@article{michael1979martingales,
  title  = {Martingales and arbitrage in multiperiod securities markets},
  author = {Harrison, J. Michael and Kreps, David M.},
  year   = {1979},
  journal = {Journal of Economic Theory},
  doi    = {10.1016/0022-0531(79)90043-7}
}

Citations in this library

Stored only when both papers are in the corpus — 3,595 citations exist upstream.

References

Cited by