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Arbitrage_Theory_in_Continuous_Time_3rd__Bjork.pdf
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Arbitrage_Theory_in_Continuous_Time_3rd__Bjork
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Arbitrage Theory in Continuous Time
Third Edition
This page intentionally left blank
Arbitrage Theory in
Continuous Time
third edition
tomas bj
¨
ork
Stockholm School of Economics
1
3
Great Clarendon Street, Oxford ox2 6dp
Oxford University Press is a department of the University of Oxford.
It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide in
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Oxford is a registered trade mark of Oxford University Press
in the UK and in certain other countries
Published in the United States
by Oxford University Press Inc., New York
c
Tomas Bj¨ork 2009
The moral rights of the author have been asserted
Database right Oxford University Press (maker)
First published 2009
All rights reserved. No part of this publication may be reproduced,
stored in a retrieval system, or transmitted, in any form or by any means,
without the prior permission in writing of Oxford University Press,
or as expressly permitted by law, or under terms agreed with the appropriate
reprographics rights organization. Enquiries concerning reproduction
outside the scope of the above should be sent to the Rights Department,
Oxford University Press, at the address above
You must not circulate this book in any other binding or cover
and you must impose the same condition on any acquirer
British Library Cataloguing in Publication Data
Data available
Library of Congress Cataloging in Publication Data
Data available
Typeset by SPI Publisher Services, Pondicherry, India
Printed in Great Britain
on acid-free paper by
Clays Ltd., St Ives plc
ISBN 978–0–19–957474–2
13579108642
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