APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES

Lecture Notes in Mathematics

2007 • 10,414 citations

Martingales and arbitrage in multiperiod securities markets

1979 • 3,734 citations

Foundations of Modern Analysis

1969 • 3,571 citations

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

1992 • 3,196 citations

Martingales and stochastic integrals in the theory of continuous trading

1981 • 2,903 citations

Limit Theorems for Stochastic Processes

1987 • 1,242 citations

Arbitrage and equilibrium in economies with infinitely many commodities

1981 • 513 citations

A stochastic calculus model of continuous trading: Complete markets

1983 • 441 citations

Actuarial bridges to dynamic hedging and option pricing

1996 • 176 citations

MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON

1994 • 164 citations

REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED

1992 • 162 citations

Arbitrage et lois de martingale

1990 • 124 citations

�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales

1977 • 109 citations

Spanning and Completeness with Options

1988 • 101 citations

Prices in Financial Markets.

1991 • 73 citations

A Characterization of Complete Security Markets On A Brownian Filtration¹

1991 • 63 citations

Efficient funds for meager asset spaces

1987 • 19 citations

On complete securities markets and the martingale property of securities prices

1989 • 12 citations

Arbitrage and existence of equilibrium in infinite asset markets

1993 • 3 citations