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Original Articles

A note on finite securities market models

Pages 543-554 | Published online: 03 Apr 2007

References

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  • Davin , M. and Varaiya , P. 1974 . The multiplicity of an increasingjamily of σ-fields . Ann.Probab , 2 : 958 – 963 .
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  • Harrison , J. and Kreps , D. 1979 . Martingales and arbitrage in multiperiod securities markets . J.Econ.Theor , 20 : 381 – 408 .
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  • Lang , S. 1971 . Algebra , Reading, Mass : Addison-Wesley .
  • Muller , S. 1985 . “ Arbitrage Pricing of Contingent Claims ” . In Lecture Notes in Economics and Mathematical Systems , Vol. 254 , New York : Springer-Verlag .

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