I owe my gratitude to Robert J. Elliot and William Sudderth for their kind encouragement, and to M. Rasony and two anonymous referees for a number of useful suggestions. The usual disclaimer applies.
ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
Version of Record online: 13 DEC 2007
Volume 18, Issue 1, pages 23–54, January 2008
How to Cite
Cassese, G. (2008), ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE. Mathematical Finance, 18: 23–54. doi: 10.1111/j.1467-9965.2007.00321.x
- Issue online: 13 DEC 2007
- Version of Record online: 13 DEC 2007
- Manuscript received October 2005; final revision received November 2006.
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