Asset pricing for general processes (Q804457): Difference between revisions

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+A non-standard representation for Brownian motion and Ito integration
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+On the fundamental theorem of asset pricing with an infinite state space
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Point processes and queues. Martingale dynamics
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+Asset Pricing in Multiperiod Securities Markets
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+MARKET EQUILIBRIUM
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+Q3957683
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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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+Information structures and viable price systems
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+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
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+Q4136293
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Risk measurement in semimartingale models with multiple consumption goods
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
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+Extension of Fenchel's duality theorem for convex functions
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+Q4151283
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