As such, the style is rather basic and the content dense. However, so many copies have been asked for (if not completely read) that it is now available to a discerning electronic audience.
Interested readers are encouraged to seek out some of the references, particularly Harrison and Pliska's orginal paper, as well as Darrell Duffie's book and its sequel Dynamic Asset Pricing Theory.
Download the essay as an Acrobat PDF 188k file, or as a PostScript 205k file.
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