Book Review: Stochastic calculus for finance (Q5494739): Difference between revisions

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+J. Darrell Duffie
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+MaRDI publication profile
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+A general version of the fundamental theorem of asset pricing
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@@ Property / cites work @@
+Q3721531
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+Normal rank
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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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+Stochastic integral
@@ Property / cites work: Stochastic integral / rank @@
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+On a Formula Concerning Stochastic Differentials
@@ Property / cites work: On a Formula Concerning Stochastic Differentials / rank @@
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@@ Property / cites work @@
+Q5326928
@@ Property / cites work: Q5326928 / rank @@
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+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+A partial introduction to financial asset pricing theory.
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
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@@ Property / cites work @@
+Stochastic calculus for finance. I: The binomial asset pricing model.
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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+Publication:5494739