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Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices

Journal of Financial and Quantitative Analysis 1994 29(2), 223

John Heaney, Geoffrey Poitras, Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices, The Journal of Financial and Quantitative Analysis, Vol. 29, No. 2 (Jun., 1994), pp. 223-239

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Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices