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      Market viability via absence of arbitrage of the first kind

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      Publication date (Print):
      Journal: Finance and Stochastics
      Publisher: Springer Nature

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          Martingales and arbitrage in multiperiod securities markets

          J.Michael Harrison, David Kreps (1979)
          Article 0 comments Cited 349 times – based on 0 reviews     Review now
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            A general version of the fundamental theorem of asset pricing

            Freddy Delbaen, Walter Schachermayer (1994)
            Article 0 comments Cited 274 times – based on 0 reviews     Review now
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              Limit Theorems for Stochastic Processes

              Jean Jacod, Albert N. Shiryaev (2003)
              Book 0 comments Cited 165 times – based on 0 reviews
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                Author and article information

                Journal
                Title: Finance and Stochastics
                Abbreviated Title: Finance Stoch
                Publisher: Springer Nature
                ISSN (Print): 0949-2984
                ISSN (Electronic): 1432-1122
                Publication date Created: October 2012
                Publication date (Print): February 2012
                Volume: 16
                Issue: 4
                Pages: 651-667
                Article
                DOI: 10.1007/s00780-012-0172-5
                SO-VID: 4887244a-057d-4350-8244-5d59d1794e78
                Copyright © © 2012
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