Publisher
Springer Science and Business Media LLC
Reference7 articles.
1. Black, F. and Scholes, M.: ‘The Pricing of Options and Corporate Liabilities’, J. Polit. Econ.
81 (1973), 637–659.
2. Cox, J. C., Ross, S. A. and Rubenstein, M.: ‘Option Pricing: A Simplified Approach’, J. Fin. Econ.
7 (1979), 229–263.
3. Gabay, D.: ‘Stochastic Processes in Models of Financial Markets: The Valuation Equation of Finance and its Applications’, Preprint (1982).
4. Harrison, J. L. and Pliska, S. R.: Martingales and Stochastic Integrals in the Theory of Continuous Trading, J. Appl. Probab. (1982).
5. Kunita, H. and Watanabe, S.: ‘On Square Integrable Martingales’, Nagoya Math. J.
30 (1967), 209–245.
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献