Cox, John C.; Ross, Stephen A.; Rubinstein, Mark Option pricing: a simplified approach. (English) Zbl 1131.91333 J. Financ. Econ. 7, No. 3, 229-263 (1979). MSC: 91G20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Harrison, J. Michael; Kreps, David M. Martingales and arbitrage in multiperiod securities markets. (English) Zbl 0431.90019 J. Econ. Theory 20, 381-408 (1979). MSC: 91G20 91B26 60B05 × Cite Format Result Cite Review PDF Full Text: DOI