A stochastic calculus model of continuous trading: Complete markets
- 1 August 1983
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 15 (3) , 313-316
- https://doi.org/10.1016/0304-4149(83)90038-8
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This publication has 2 references indexed in Scilit:
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981
- étude des solutions extrémales et représentation intégrale des solutions pour certains problèmes de martingalesProbability Theory and Related Fields, 1977