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Martingales and arbitrage in multiperiod securities markets

19793,686 citationsJournal Article

Authors

J. Michael Harrison · Stanford University

David M. Kreps · Stanford University

Topics & Keywords

Credit Risk and Financial Regulations Corporate Finance and Governance Banking stability, regulation, efficiency

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Economic Theory

Volume 20, Issue 3, pp. 381-408

DOI: 10.1016/0022-0531(79)90043-7

Field-Weighted Citation Impact: 16.71

Martingales and arbitrage in multiperiod securities markets | Researchclopedia