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No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem

✍ Scribed by Kabanov, Yu. M.; Kramkov, D. O.


Book ID
118225902
Publisher
Society for Industrial and Applied Mathematics
Year
1995
Tongue
English
Weight
625 KB
Volume
39
Category
Article
ISSN
0040-585X

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