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

Peter Ove Christensen

Research output: Working paper › Research

Handle.net

@techreport{511926e3e3db413a8ee628fc071a15f9,

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",

}