Martingales and arbitrage in multiperiod securities markets
type: Item
instance of: scholarly article
title: Martingales and arbitrage in multiperiod securities markets
zbMATH Open document ID: 0431.90019
DOI: 10.1016/0022-0531(79)90043-7
author: J. Michael Harrison
author: David M. Kreps
published in: Journal of Economic Theory
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 60B05
zbMATH DE Number: 3671980
zbMATH Keywords: multiperiod securities markets
zbMATH Keywords: martingale measures
zbMATH Keywords: arbitrage theory
zbMATH Keywords: option pricing
zbMATH Keywords: contingent claim valuation
Wikidata QID: Q88649475
MaRDI profile type: Publication
full work available at URL: 0022-0531(79)90043-7
OpenAlex ID: W1985018066
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description: scientific article; zbMATH DE number 3671980