Language:   Search:   Contact
World of
Mathematics Database
»ZBMATH« MSC 2000
MSC 2010 Reviewer
Service Subscription
»ZBMATH«
ZBMATH Database | Advanced Search Print
Read more | Try MathML | Hide
Zentralblatt MATH has released its new interface!
For an improved author identification, see the new author database of ZBMATH.

ZBMATH Database Simple Search Advanced Search Command Search

Advanced Search

Query:
Fill in the form and click »Search«...
Format:
Display: entries per page entries
Zbl 0431.90019
Harrison, J.Michael; Kreps, David M.
Martingales and arbitrage in multiperiod securities markets. (English)
[J] J. Econ. Theory 20, 381-408 (1979). ISSN 0022-0531

Display scanned Zentralblatt-MATH page with this review.
MSC 2000:
*91B28 Finance etc.
91B26 Market models
60B05 Probability measures on topological spaces

Keywords: multiperiod securities markets; martingale measures; arbitrage theory; option pricing; contingent claim valuation

Cited in: Zbl 1215.91072 Zbl 0997.91021 Zbl 1029.62082 Zbl 0917.60048 Zbl 0885.65006 Zbl 0737.90010 Zbl 0719.90012 Zbl 0606.90012 Zbl 0587.90005

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

Login Username: Password:

Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Master Server

Zentralblatt MATH Berlin [Germany]

© FIZ Karlsruhe GmbH

Zentralblatt MATH master server is maintained by the Editorial Office in Berlin, Section Mathematics and Computer Science of FIZ Karlsruhe and is updated daily.

Other Mirror Sites

Copyright © 2013 Zentralblatt MATH | European Mathematical Society | FIZ Karlsruhe | Heidelberg Academy of Sciences
Published by Springer-Verlag | Webmaster