A stochastic calculus model of continuous trading: complete markets

JM Harrison, SR Pliska - Stochastic processes and their applications, 1983 - Elsevier
A paper by the same authors in the 1981 volume of Stochastic Processes and Their
Applications presented a general model, based on martingales and stochastic integrals, for …
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A stochastic calculus model of continuous trading: Complete markets

JM Harrison, SR Pliska - Stochastic Processes and their …, 1983 - econpapers.repec.org
A paper by the same authors in the 1981 volume of Stochastic Processes and Their
Applications presented a general model, based on martingales and stochastic integrals, for …

[引用][C] A Stochastic Calculus Model of Continuous Trading: Complete Markets

JM HARRISON - Stochastic Process. Appl., 1983 - cir.nii.ac.jp

A stochastic calculus model of continuous trading: Complete markets

JM Harrison, SR Pliska - Stochastic Processes and their …, 1983 - ideas.repec.org
A paper by the same authors in the 1981 volume of Stochastic Processes and Their
Applications presented a general model, based on martingales and stochastic integrals, for …
[PDF] psu.edu

[PDF][PDF] A STOCHASTIC CALCULUS MODEL OF CONTINUOUS TRADING: COMPLETE MARKETS

JM HARRISON, SR PLISKA - Stochastic Processes and their Applications, 1983 - Citeseer
In our earlier paper [l] we presented a general stochastic calculus model for the buying and
seilling of a portfolio of securities. To recapitulate, let (. R, 9, P) be a probability space, let T< …
[PDF] northwestern.edu

[PDF][PDF] A STOCHASTIC CALCULUS MODEL OF CONTINUOUS TRADING: COMPLETE MARKETS

JM Harrison, SR Pliska - 1981 - kellogg.northwestern.edu
A paper by the same authors in the 1981 volume of Stochastic Processes and Their
Applications presented a general model, based on martingales and stochastic integrals, for …

A Stochastic Calculus Model of Continuous Trading: Complete Markets

JM Harrison, SR Pliska - 1981 - econstor.eu
A Stochastic Calculus Model of Continuous Trading: Complete Markets Page 1 Harrison, J.
Michael; Pliska, Stanley R. Working Paper A Stochastic Calculus Model of Continuous Trading …

[引用][C] A Stochastic Calculus Model of Continuous Trading: Complete Markets

JM Harrison, SR Pliska - 1981 - ideas.repec.org
A Stochastic Calculus Model of Continuous Trading: Complete Markets IDEAS home Advanced
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[引用][C] A Stochastic Calculus Model of Continuous Trading: Complete Markets

JM Harrison, SR Pliska - 1981 - econpapers.repec.org
EconPapers: A Stochastic Calculus Model of Continuous Trading: Complete Markets
EconPapers Economics at your fingertips EconPapers Home About EconPapers Working …

[引用][C] A stochastic calculus model of continuous trading: complete markets

JM HARRISON - Stochastic Processes and Their Applications, 1983 - cir.nii.ac.jp