On the martingale property of economic and financial instruments
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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.
- Lazrak, Ali & Zapatero, Fernando, 2004.
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- Ali Lazrak & Fernando Zapatero, 2002. "Efficient Consumption Set Under Recursive Utility and Unknown Beliefs," Research Paper Series 85, Quantitative Finance Research Centre, University of Technology, Sydney.
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- William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
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- Balbas, Alejandro & Miras, Miguel Angel & Munoz-Bouzo, Maria Jose, 2002. "Projective system approach to the martingale characterization of the absence of arbitrage," Journal of Mathematical Economics, Elsevier, vol. 37(4), pages 311-323, July.
- 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.
- Ali Lazrak & Fernando Zapatero, 2004. "Efficient Consumption Set Under Recursive Utility and Unknown Beliefs," Post-Print hal-00485712, HAL.
- Roche, Herve, 2003. "Stochastic growth: a duality approach," Journal of Economic Theory, Elsevier, vol. 113(1), pages 131-143, November.
- Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-95, July.
- Klaus Reiner Schenk-Hoppï¿½, . "Random Dynamical Systems in Economics," IEW - Working Papers 067, Institute for Empirical Research in Economics - University of Zurich.
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