A Stochastic Calculus Model of Continuous Trading: Complete Markets
| Year of publication: |
1981
|
|---|---|
| Authors: | Harrison, J. Michael ; Pliska, Stanley R. |
| Publisher: |
Evanston, IL : Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science |
| Series: | Discussion Paper ; 489 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/220849 [Handle] RePEc:nwu:cmsems:489 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10012235305