Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 14 February 2020Accepted: 18 August 2020Published online: 13 October 2020Keywordsinformational efficiency, trading constraints, no arbitrage, no dominance, equilibrium, representative agents, martingales measures, local martingalesAMS Subject HeadingsG11, G12, G14, D52, D53Publication DataISSN (online): 1945-497XPublisher: Society for Industrial and Applied MathematicsCODEN: sjfmbj
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Jarrow et al. (2020) studied this question.
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