1979
Martingales and arbitrage in multiperiod securities markets
J. Michael Harrison, David M. Kreps
Journal of Economic TheoryTop-listed
3.7k
cites
Faculty
J. Michael Harrison is a Operations & Decision Sciences scholar at Stanford University. Research spans Advanced Queuing Theory Analysis, Probability and Risk Models, Simulation Techniques and Applications. 151 works, 19k citations (h-index 51).
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Affiliation on publications · Stanford University
J. Michael Harrison, David M. Kreps
Journal of Economic TheoryTop-listed
J. Michael Harrison, Stanley R. Pliska
Stochastic Processes and their Applications OATop-listed
J. Michael Harrison, David M. Kreps
The Quarterly Journal of EconomicsTop-listed