McBeth, D.2007-11-092007-11-091991-08980https://hdl.handle.net/1813/8865This paper published in "SIAM Journal on Optimization" 5 (1995), 247-2684010742 bytesapplication/pdfen-USOperations ResearchIndustrial Engineeringtechnical reportOn the existence of equivalent local martingale measurestechnical report