Advances in Finance and Stochastics, 39-56, Springer-Verlag (2002).

The original paper can be downloaded here. Note, however, that there is

an error in Theorem 3.8 and Corollary 3.9: the implication that (b) implies

(c) is not valid.

This error has been corrected and discussed in Section 4.2 of the second edition

of our book "Stochastic Finance: An Introduction in Discrete Time". This section

can be downloaded here.