Continuous-Time Asset Pricing Theory

DOI10.1080/14697688.2022.2063756zbMATH Open1490.00009OpenAlexW4225407878MaRDI QIDQ5079372FDOQ5079372

Philip Protter

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2063756

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Utility theory (91B16) Credit risk (91G40) External book reviews (00A17) Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (2)

• Book Review: Contract theory in continuous-time models
• Book review of: S. Alesker, Introduction to the theory of valuations

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