A partial introduction to financial asset pricing theory.

DOI10.1016/S0304-4149(00)00064-8zbMath1048.91067MaRDI QIDQ1879511

Philip E. Protter

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

arbitrage; complete markets; backwards stochastic differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G48: Generalizations of martingales

60H05: Stochastic integrals

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