A Dynamic Equilibrium for the Ross Arbitrage Model

James Arvid Ohlson, MARK B. GARMAN

Research output: Journal article publication › Journal article › Academic research › peer-review

ASJC Scopus subject areas

@article{7078a0c08ac44928ab18c54269d5757c,

title = "A Dynamic Equilibrium for the Ross Arbitrage Model",

author = "Ohlson, {James Arvid} and GARMAN, {MARK B.}",

year = "1980",

month = jan,

day = "1",

doi = "10.1111/j.1540-6261.1980.tb03491.x",

language = "English",

volume = "35",

pages = "675--684",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}

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AU - Ohlson, James Arvid

AU - GARMAN, MARK B.

PY - 1980/1/1

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DO - 10.1111/j.1540-6261.1980.tb03491.x

M3 - Journal article

SN - 0022-1082

VL - 35

SP - 675

EP - 684

JO - Journal of Finance

JF - Journal of Finance

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