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Optimal Consumption and Exploration of Nonrenewable Resources Under Uncertainty
Deshmukh, S. D., (1978)
Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael, (1981)
A Stochastic Calculus Model of Continuous Trading: Return Processes and Investment Plans
Pliska, Stanley R., (1982)