Asset pricing for general processes

DOI10.1016/0304-4068(91)90037-TzbMath0727.90014MaRDI QIDQ804457

Kerry Back

Publication date: 1991

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

asset pricing; semimartingales

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

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