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Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints

Back, Kerry; Pliska, Stanley R. - 1986

Persistent link: https://www.econbiz.de/10012235515

On the fundamental theorem of asset pricing with an infinite state space

Back, Kerry; Pliska, Stanley R. - In: Journal of Mathematical Economics 20 (1991) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10005520957

Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005588741

The Shadow Price of Information in Continuous Time Decision Problems

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005824541

Discrete versus continuous trading in securities markets with net worth constraints

Back, Kerry E.; Pliska, Stanley R. - 1986

Persistent link: https://www.econbiz.de/10000996046

On the fundamental theorem of asset pricing with an infinite state space

Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10001107840

Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003

Back, Kerry E. (contributor); Frittelli, Marco (ed.); … - 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...

Persistent link: https://www.econbiz.de/10002392702

Asset pricing and portfolio choice theory

Back, Kerry E. - 2010

Persistent link: https://www.econbiz.de/10008662772

Introduction to mathematical finance : discrete time models

Pliska, Stanley R. - 1999 - Reprint.

Persistent link: https://www.econbiz.de/10004333628

The ʺPolish-American armyʺ 1917-1921

Pliska, Stanley R. - In: The Polish review : a quarterly publication by the … 10 (1965) 3, pp. 46-59

Persistent link: https://www.econbiz.de/10002656716