Asset pricing for general processes
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference23 articles.
1. Jump-diffusion processes and the term structure of interest rates;Ahn;Journal of Finance,1988
2. A nonstandard representation for Brownian motion and Itô integration;Anderson;Israel Journal of Mathematics,1976
3. On the fundamental theorem of asset pricing with an infinite state space;Back;Journal of Mathematical Economics,1991
4. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979
5. Point processes and queues: Martingale dynamics;Brèmaud,1981
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