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scientific article; zbMATH DE number 1064373 - MaRDI portal

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Publication:4355847

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zbMath0904.90014MaRDI QIDQ4355847

Robert C. Merton

Publication date: 19 January 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener process stochastic analysis financial mathematics

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic integrals (60H05) Portfolio theory (91G10) Right processes (60J40)

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