DISCONTINUOUS ASSET PRICES AND NON-ATTAINABLE CONTINGENT CLAIMS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1993.tb00046.x/fullpdf
Reference11 articles.
1. Orthogonal Martingale Representation
2. Stochastic Differential Equations
3. Martingales and arbitrage in multiperiod securities markets
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