Principles for modelling financial markets

Journal of Applied Probability

Volumn 33, Issue 3, 1996, Pages 601-613

  Platen, Eckhard ^a   Rebolledo, Rolando ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Arbitrage information; Martingales; Stochastic differential equations

Indexed keywords

EID: 0030496817     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S002190020010004X     Document Type: Article

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