dalang.morton.ea:90:equivalent¶
BibTeX Entry:
@article{dalang.morton.ea:90:equivalent,
author = {Dalang, Robert C. and Morton, Andrew and Willinger, Walter},
doi = {10.1080/17442509008833613},
fjournal = {Stochastics and Stochastics Reports},
issn = {1045-1129},
journal = {Stochastics Stochastics Rep.},
mrclass = {90A60 (60G99)},
mrnumber = {1041035},
mrreviewer = {Nicola Mattoscio},
number = {2},
pages = {185--201},
title = {Equivalent martingale measures and no-arbitrage in stochastic securities market models},
url = {https://doi.org/10.1080/17442509008833613},
volume = {29},
year = {1990}
}