Work

Martingale Integrals

Year: 1968

Type: article

Abstract: Made available in DSpace on 2014-12-09T22:17:39Z (GMT). No. of bitstreams: 1 6801809.pdf: 1503087 bytes, checksum: 245bdef728296109a7b68790fcb8a353 (MD5) Previous issue date: 1967

Source: Transactions of the American Mathematical Society

DOI: 10.1090/s0002-9947-1968-0226721-8

Author: P. Warwick Millar

Institution: University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, University of Illinois at Urbana-Champaign

OpenAlex ID: W4250053080

FWCI: 18.83

Cites: 5

Cited by: 50

Related to: 10