Arbitrage, martingales and bubbles
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- Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
- Werner, Jan, 1997.
"Arbitrage, Bubbles, and Valuation,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 453-464, May.
- Werner,Jan, "undated". "Arbitrage,bubbles and valuation," Discussion Paper Serie B 255, University of Bonn, Germany.
- Jan Werner, 1995. "Arbitrage, bubbles and valuation," Economics Working Papers 121, Department of Economics and Business, Universitat Pompeu Fabra.
- Gilles, Christian & LeRoy, Stephen F, 1992. "Bubbles and Charges," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(2), pages 323-339, May.
- C. Gilles & S.F. Leroy, 1989. "Bublles and Charges," Carleton Economic Papers 89-05, Carleton University, Department of Economics, revised May 1992.
- Gilles, Christian, 1989. "Charges as equilibrium prices and asset bubbles," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 155-167, April.
- Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 145-166.
- J. Michael Harrison & David M. Kreps, 1978. "Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations," The Quarterly Journal of Economics, Oxford University Press, vol. 92(2), pages 323-336. Full references (including those not matched with items on IDEAS)
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