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A Dynamic Equilibrium for the Ross Arbitrage Model.
Resource type
Authors/contributors
- Garman, Mark B (Author)
- Ohlson, James A (Author)
Title
A Dynamic Equilibrium for the Ross Arbitrage Model.
Publication
The Journal of Finance
Volume
35
Issue
3
Pages
675-84
Date
1980-06
Citation
Garman, M. B., & Ohlson, J. A. (1980). A Dynamic Equilibrium for the Ross Arbitrage Model. The Journal of Finance, 35, 675–684.
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