Equivalent martingale measures and no-arbitrage in stochastic securities market models-Reference-Cited by-同舟云学术

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Equivalent martingale measures and no-arbitrage in stochastic securities market models

Published:1990-02 Issue:2 Volume:29 Page:185-201
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Dalang Robert C.¹,Morton Andrew²,Willinger Walter³

Affiliation:

1. a Department of Statistics , University of California at Berkeley , Berkeley, CA, 94720, USA

2. b Department of Information and Decision Sciences , University of Illinois at Chicago , Chicago, IL, 60680, USA

3. c Bellcore, Morristown, NJ, 07960, USA

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509008833613

Reference15 articles.

1. Martingale Transforms

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