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Martingales and stochastic integrals in the theory of securities markets

Published online by Cambridge University Press:  01 July 2016

J. Michael Harrison*
Affiliation:
(Stanford University)

Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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