Template-Type: ReDIF-Paper 1.0
Title: On the existence and characterization of arbitrage-free measures in
  	contingent claim valuation
Author-Name: Christopeit,Norbert
Author-Name: Musiela,Marek
Author-WorkPlace-Name: Christopeit:University of Bonn Musiela:University of
  	New South Wales
Classification-JEL: :
Keywords: Option pricing,Contingent claim valuation,Portfolio
  	strategy,Martingale measures
Series: Sonderforschungsbereich 303
  Creation-Date: 1992-05
Handle: RePEc:bon:bonsfb:214