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    Statements

    author
    Michael U. Dothan
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    publication date
    18 September 1992
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    zbMATH Keywords
    financial markets
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    stochastic calculus
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    multiperiod equilibrium price measures
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    Wiener process
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    Itô calculus
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    Black-Scholes model
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    semimartingales
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    trading strategies
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    Identifiers

    Mathematics Subject Classification ID
    91B62
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    91B28
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    93E03
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    90-02
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    zbMATH DE Number
    50702
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