%0 Journal Article %1 harrison1979martingales %A Harrison, J. Michael %A Kreps, David M. %D 1979 %J Journal of Economic Theory %K arbitrage asset_pricing black_scholes continous_time martingale_theory %N 3 %P 381-408 %T Martingales and Arbitrage in Multiperiod Securities Markets %U http://down.cenet.org.cn/upfile/36/2006124144246134.pdf %V 20

@article{harrison1979martingales, added-at = {2013-03-15T21:37:01.000+0100}, author = {Harrison, J. Michael and Kreps, David M.}, biburl = {https://www.bibsonomy.org/bibtex/2c6e36326bca566aa51200aa6d8d2d49d/jp}, description = {PII: 0022-0531(79)90043-7 - 2006124144246134.pdf}, interhash = {909495efdd953479c10cccd6ca97aeef}, intrahash = {c6e36326bca566aa51200aa6d8d2d49d}, journal = {Journal of Economic Theory}, keywords = {arbitrage asset_pricing black_scholes continous_time martingale_theory}, number = 3, pages = {381-408}, timestamp = {2013-05-08T23:20:30.000+0200}, title = {Martingales and Arbitrage in Multiperiod Securities Markets}, url = {http://down.cenet.org.cn/upfile/36/2006124144246134.pdf}, volume = 20, year = 1979 }