Martingales and the valuation of redundant assets
By: by J. Michael Harrison and David M. Kreps.
Contributors: Kreps, David M. joint author.
Series: Technical report - Stanford University, Institute for Mathematical Studies in the Social Sciences ; no. 261 : Economic series; Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 261.; Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences)
Publisher: Institute for Mathematical Studies in the Social Sciences, Stanford University
Published: 1978
Place of publication: Stanford
Language: eng
Number of pages: 50
Subjects: Arbitrage.; Option (Contract)
Notes: Bibliography: p. 50.