REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
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Publication:4345926
DOI10.1111/j.1467-9965.1992.tb00041.xzbMath0900.90101OpenAlexW1977237843MaRDI QIDQ4345926
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00041.x
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Cites Work
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- Multiperiod security markets with differential information
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- A stochastic calculus model of continuous trading: Complete markets
- On the fundamental theorem of asset pricing with an infinite state space
- Martingales and Stochastic Integrals
- Equivalent martingale measures and no-arbitrage in stochastic securities market models
- Transformation des martingales locales par changement absolument continu de probabilities
- [https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales]
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