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Continuous-Time Asset Pricing Theory - MaRDI portal

Continuous-Time Asset Pricing Theory

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Publication:5079372

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DOI10.1080/14697688.2022.2063756zbMath1490.00009OpenAlexW4225407878MaRDI QIDQ5079372

Philip E. 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

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

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