scientific article; zbMATH DE number 433051

MaRDI QIDQ3139213zbMATH OpenFDO

Authors Steven Shreve

Publication date 12 December 1994

zbMATH Keywords

option pricingmathematical financecontingent claimcontinuous-time stochastic processesItô calculus

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

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Cited in

(13)

• Optimization Problems in the Theory of Continuous Trading
• Martingale measures and hedging for discrete-time financial markets
• Valuation and martingale properties of shadow prices: an exposition
• On the theory of option pricing
• Martingales and arbitrage in multiperiod securities markets
• Multi-asset empirical martingale price estimators derivatives
• Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes
• Martingale densities for general asset prices
• scientific article; zbMATH DE number 727407 (Why is no real title available?)
• Martingale Analysis for Assets with Discontinuous Returns
• Continuous-time asset pricing theory. A martingale-based approach
• Continuous-time asset pricing theory. A martingale-based approach
• An Intertemporal General Equilibrium Model of Asset Prices

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