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BibTeX entry
@Article{Arai:2001:OMM,
author = "Takuji Arai",
title = "The $p$-optimal martingale measure in continuous
trading models",
journal = j-STAT-PROB-LETT,
volume = "54",
number = "1",
pages = "93--99",
day = "1",
month = aug,
year = "2001",
CODEN = "SPLTDC",
DOI = "https://doi.org/10.1016/S0167-7152(01)00081-5",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 17:54:13 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715201000815",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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