An Intuitive Apporach to the Harrison and Kreps Concept of Arbitrage Pricing for Continuous Time Diffusion Models

Research output: Working paperResearch

Original languageEnglish
Place of PublicationOdense
PublisherOdense Universitet
Number of pages20
Publication statusPublished - 1988
Externally publishedYes

Cite this

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title = "An Intuitive Apporach to the Harrison and Kreps Concept of Arbitrage Pricing for Continuous Time Diffusion Models",
author = "Christensen, {Peter Ove}",
year = "1988",
language = "English",
publisher = "Odense Universitet",
address = "Denmark",
type = "WorkingPaper",
institution = "Odense Universitet",

}

TY - UNPB

T1 - An Intuitive Apporach to the Harrison and Kreps Concept of Arbitrage Pricing for Continuous Time Diffusion Models

AU - Christensen, Peter Ove

PY - 1988

Y1 - 1988

M3 - Working paper

BT - An Intuitive Apporach to the Harrison and Kreps Concept of Arbitrage Pricing for Continuous Time Diffusion Models

PB - Odense Universitet

CY - Odense

ER -