Beliefs and arbitrage pricing

DOI10.1016/0165-1765(87)90245-XzbMath1328.91120MaRDI QIDQ899984

Robert A. Jarrow

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

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• A note on a simplified approach to the valuation of risky streams
• Spanning and completeness in markets with contingent claims
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading

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