Principles for modelling financial markets

DOI10.2307/3215342MaRDI QIDQ4716086zbMATH OpenOpenAlexFDO

Authors Eckhard Platen, Rolando Rebolledo

Publication date 19 November 1996

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215342

zbMATH Keywords

arbitrage informationmartingalesstochastic differential equations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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