ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023): Difference between revisions
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank | |||
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| Property / cites work: On complete securities markets and the martingale property of securities prices / rank | |||
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Latest revision as of 09:15, 28 May 2024
scientific article; zbMATH DE number 1106708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION |
scientific article; zbMATH DE number 1106708 |
Statements
ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (English)
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22 July 1998
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predictable stopping times and processes
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equivalent martingale measures
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complete markets
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