MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS

被引：1445

作者：

HARRISON, JM

KREPS, DM

机构：

[1] Graduate School of Business, Stanford University, Stanford

来源：

JOURNAL OF ECONOMIC THEORY | 1979年 / 20卷 / 03期

基金：

美国国家科学基金会; 美国安德鲁·梅隆基金会;

关键词：

D O I：

10.1016/0022-0531(79)90043-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：381 / 408

页数：28

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