Equivalent martingale measures and no-arbitrage in stochastic securities market models

Dalang, Robert C.Morton, AndrewWillinger, Walter2008-12-012008-12-012008-12-011990https://infoscience.epfl.ch/handle/20.500.14299/32013vector-valued stochastic processesmartingalefinite period securities marketsEquivalent martingale measures and no-arbitrage in stochastic securities market modelstext::journal::journal article::research article