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A stochastic calculus model of continuous trading: Complete markets

  • Published:1983-08 Issue:3 Volume:15 Page:313-316
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Harrison J.Michael,Pliska Stanley R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference7 articles.

1. Martingales and stochastic integrals in the theory of continuous trading;Harrison;Stochastic Process. Appl.,1981

2. Calcul Stochastique et Problemes de Martingales;Jacod,1979

3. Etudes des solutions extrémales et representation intégrale des solutions pour certains problèmes de martingales;Jacod;Z. Wahrsch. Verw. Geb.,1977

4. Multidimensional Diffusion Processes;Stroock,1979

5. On the uniqueness of solutions of stochastic differential equations;Yamada;J. Math.,1971

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