On the martingale property of economic and financial instruments
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201225, University of Kansas, Department of Economics, revised Sep 2012.
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Research Paper Series
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- Robert J. Elliott & Dilip B. Madan, 1998. "A Discrete Time Equivalent Martingale Measure," Mathematical Finance, Wiley Blackwell, vol. 8(2), pages 127-152.
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- Ali Lazrak & Fernando Zapatero, 2004. "Efficient Consumption Set Under Recursive Utility and Unknown Beliefs," Post-Print hal-00485712, HAL.
- 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.
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