Template-Type: ReDIF-Paper 1.0
Title: On the existence of equivalent tau-measures in finite discrete time
Author-Name: Klaus Schuerger
Abstract: Suppose that (X(n)) is a finite adapted sequence of d-dimensional
  	random
Keywords: equivalent martingale measure, no-arbitrage, security market
Classification-JEL: G12
Series: SFB Discussion Paper
Number: 297, to appear: Stochastic Processes and their Applications 61
  	(1996) 109- 128
Creation-Date: 1994-11
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonsfb/bonsfb297.ps
File-Format: Application/PostScript
File-Size: 21 pages
Handle: RePEc:bon:bonsfb:297