Publisher
Springer International Publishing
Reference11 articles.
1. R. Dana, M. Jeanblanc, Financial Markets in Continuous Time (Springer, Berlin, 2003)
2. D. Duffie, Dynamic Asset Pricing Theory, 3rd edn. (Princeton University Press, Princeton, 2001)
3. R. Jarrow, An equilibrium capital asset pricing model in markets with price jumps and price bubbles. Quart. J. Financ. 8(2), 33pp. (2017)
4. I. Karatzas, S. Shreve, Methods of Mathematical Finance (Springer, Berlin, 1999)
5. I. Karatzas, G. Zitkovic, Optimal consumption from investment and random endowment in incomplete semimartingale markets. Ann. Probab. 31(4), 1821–1858 (2003)