【作者(必填)】Yu. M. Kabanov and D. O. Kramkov

【文题(必填)】No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem


【年份(必填)】Theory Probab. Appl., 39(3), 523–527. (5 pages)

【全文链接或数据库名称(选填)】http://epubs.siam.org/doi/abs/10.1137/1139038