SCOPUS 정보 검색 플랫폼

Volumn 2, Issue 4, 1992, Pages 239-250

A Martingale Representation Result and an Application to Incomplete Financial Markets

Author keywords

attainable claim; contingent claim; fair price; incomplete financial market; local martingale; martingale; martingale representation

Indexed keywords

EID: 84986847157 PISSN: 09601627 EISSN: 14679965 Source Type: Journal
DOI: 10.1111/j.1467-9965.1992.tb00031.x Document Type: Article

Times cited : (50)

References (8)

1
- 38649141305
- Martingales and Arbitrage in Multiperiod Securities Markets
- (1979) J. Econ. Theory , vol.20 , pp. 381-408
- Harrison, J.M.¹ Kreps, D.M.²

2
- 41649091143
- Martingales and Stochastic Integrals in the Theory of Continuous Trading
- (1981) Stoch. Proc. Appl , vol.11 , pp. 215-260
- Harrison, J.M.¹ Pliska, S.²

3
- 48749143189
- A Stochastic Calculus Model of Continuous Trading: Complete Markets
- (1983) Stoch. Proc. Appl , vol.15 , pp. 313-316
- Harrison, J.M.¹ Pliska, S.²

5
- 0004291298
- London:, Chapman and Hall
- (1974) Topology and Normed Spaces
- Jameson, G.J.O.¹

6
- 0000415568
- On the Pricing of American Options
- (1988) Appl. Math. Opt , vol.17 , pp. 37-60
- Karatzas, I.¹

7
- 0024771922
- Optimization Problems in the Theory of Continuous Trading
- (1989) SIAM. J. Cont. Opt , vol.27 , pp. 1221-1259
- Karatzas, I.¹

8
- 0021505771
- Integral Representation in the Theory of Continuous Trading
- (1984) Stochastics and Stoch. Rep , vol.13 , pp. 249-257
- Stricker, C.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.