Martingales and stochastic integrals in the theory of continuous trading
type: Item
instance of: scholarly article
title: Martingales and stochastic integrals in the theory of continuous trading
zbMATH Open document ID: 0482.60097
DOI: 10.1016/0304-4149(81)90026-0
author: J. Michael Harrison
author: Stanley R. Pliska
published in: Stochastic Processes and their Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 91-02
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B99
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 3757477
zbMATH Keywords: contingent claims valuation
zbMATH Keywords: option pricing
zbMATH Keywords: continuous trading
zbMATH Keywords: review article
Wikidata QID: Q55953135
MaRDI profile type: Publication
full work available at URL: 0304-4149(81)90026-0
OpenAlex ID: W2041550349
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description: scientific article; zbMATH DE number 3757477