Martingales and stochastic integrals in the theory of continuous trading (Q1162768)

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Martingales and stochastic integrals in the theory of continuous trading
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    Statements

    title
    Martingales and stochastic integrals in the theory of continuous trading (English)
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    author
    J. Michael Harrison
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    Stanley R. Pliska
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    publication date
    1981
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    zbMATH Keywords
    contingent claims valuation
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    option pricing
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    continuous trading
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    review article
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    cites work
    Q3957682
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    Q4136293
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    Q4139359
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    Q4905685
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    Q3914121
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    Q4151478
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    Q3903800
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    Q4187050
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    Q4172714
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    Identifiers

    Mathematics Subject Classification ID
    60K30
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    91-02
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    60H05
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    60G44
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    91B99
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    91G20
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    zbMATH DE Number
    3757477
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    Wikidata QID
    Q55953135
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    OpenAlex ID
    W2041550349
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