Arbitrage and Martingales

File(s)

TR000821.pdf (5.18 MB)

Permanent Link(s)

https://hdl.handle.net/1813/8704

Collections

ORIE Technical Reports

Author

Morton, A.

Abstract

Arbitrage and Martingales

Date Issued

1988-09

Publisher

Cornell University Operations Research and Industrial Engineering

Keywords

Operations Research

•

Industrial Engineering

•

technical report

Previously Published as

821

Type

technical report