On pricing of market-indexed certificates of deposit (Q1123103): Difference between revisions

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+https://doi.org/10.1016/0167-7152(89)90040-0
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+W2044422678
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+The Pricing of Options and Corporate Liabilities
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+On the use of semimartingales and stochastic integrals to model continuous trading
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Integral representation in the theory of continuous trading
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