scientific article; zbMATH DE number 433051
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Publication:3139213
zbMATH Open0802.90008MaRDI QIDQ3139213FDOQ3139213
Authors: Steven Shreve 
Publication date: 12 December 1994
Title of this publication is not available (Why is that?)
Recommendations
Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)
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
- Title not available (Why is that?)
- 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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