Concepedia

A note on the no arbitrage condition for international financial markets

Freddy Delbaen, Hiroshi Shirakawa

Asia-Pacific Financial Markets · 1996 · 11 citations · 15 references

DOI

Concepts

References

15

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

, , +12

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

David Heath, Robert A. Jarrow, A. J. Morton · Econometrica · 1992 · 3.2K citations

, , +17

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

, , +14

Probability with martingales

Choice Reviews Online · 1992 · 1.5K citations

, , +17

A general version of the fundamental theorem of asset pricing

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1994 · 1.5K citations

, , +13