Martingale Measures and Hedging for Discrete-Time Financial Markets

Manfred Schäl. Martingale Measures and Hedging for Discrete-Time Financial Markets. Math. Oper. Res., 24(2):509-528, 1999. [doi]

@article{Schal99,
  title = {Martingale Measures and Hedging for Discrete-Time Financial Markets},
  author = {Manfred Schäl},
  year = {1999},
  doi = {10.1287/moor.24.2.509},
  url = {http://dx.doi.org/10.1287/moor.24.2.509},
  researchr = {https://researchr.org/publication/Schal99},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {24},
  number = {2},
  pages = {509-528},
}