A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933): Difference between revisions

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+Martingales and arbitrage in multiperiod securities markets
+Normal rank
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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
+Normal rank
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
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+Q4772243
@@ Property / cites work: Q4772243 / rank @@
+Normal rank
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
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+Optimization Problems in the Theory of Continuous Trading
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