On the use of semimartingales and stochastic integrals to model continuous trading
| Year of publication: |
1986
|
|---|---|
| Authors: | Denny, J. L. ; Suchanek, Gerry L. |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 15.1986, 3, p. 255-266
|
| Publisher: |
Elsevier |