A Dynamic Equilibrium for the Ross Arbitrage Model

JAMES A. OHLSON; MARK B. GARMAN

doi:10.1111/j.1540-6261.1980.tb03491.x

A Dynamic Equilibrium for the Ross Arbitrage Model

JAMES A. OHLSON^*
, MARK B. GARMAN

^*Corresponding author for this work

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

13 Citations (Scopus)

Original language	English
Pages (from-to)	675-684
Journal	The Journal of Finance
Volume	35
Issue number	3
DOIs	https://doi.org/10.1111/j.1540-6261.1980.tb03491.x
Publication status	Published - Jun 1980
Externally published	Yes

Bibliographical note

Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

Funding

This work was supported in part by the National Science Foundation, grant SOC-77-18087, administered by the Center for Research in Management Science.

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

author = "OHLSON, \{JAMES A.\} and GARMAN, \{MARK B.\}",

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AU - GARMAN, MARK B.

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PY - 1980/6

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

M3 - RGC 21 - Publication in refereed journal

SN - 0022-1082

VL - 35

SP - 675

EP - 684

JO - The Journal of Finance

JF - The Journal of Finance

IS - 3

ER -

A Dynamic Equilibrium for the Ross Arbitrage Model

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