Continuous-Time Asset Pricing Theory

DOI10.1080/14697688.2022.2063756MaRDI QIDQ5079372zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(2)

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

This page was built for publication: Continuous-Time Asset Pricing Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079372)