A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.1991.tb00014.x
@@ Property / DOI: 10.1111/j.1467-9965.1991.tb00014.x / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1991.tb00014.x
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+W1988728793
@@ Property / OpenAlex ID: W1988728793 / rank @@
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A stochastic calculus model of continuous trading: Complete markets
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
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@@ Property / cites work @@
+On complete securities markets and the martingale property of securities prices
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.1991.TB00014.X
@@ Property / DOI: 10.1111/J.1467-9965.1991.TB00014.X / rank @@
+Normal rank