Journal Article

Martingales and arbitrage in multiperiod securities markets

Journal of Economic Theory (1979) 20(3) 381-408
DOI: 10.1016/0022-0531(79)90043-7
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Harrison, J. M., & Kreps, D. M. (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20(3), 381–408. https://doi.org/10.1016/0022-0531(79)90043-7

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