Work

Martingale Methods in Financial Modelling

Year: 1998

Type: article

Source: Journal of the American Statistical Association

DOI: 10.2307/2669888

Authors: Rudiger Frey, Marek Musiela, Marek Rutkowski

Institutions: Warsaw University of Technology, Cornell University, University of Cambridge, Brown University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4301496758

FWCI: 2.956

Cites: 9

Cited by: 149

Related to: 10