REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1992.tb00041.x/fullpdf
Reference21 articles.
1. On the fundamental theorem of asset pricing with an infinite state space
2. Equivalent martingale measures and no-arbitrage in stochastic securities market models
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