Local martingales and the fundamental asset pricing theorems in the discrete-time case
J. Jacod ; A. N. Shiryaev
| Year of publication: |
1998
|
|---|---|
| Authors: | Jacod, Jean |
| Other Persons: | Širjaev, Alʹbert N. (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 3, p. 259-273
|
| Subject: | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001243271