Work

Martingales, Arbitrage, and Portfolio Choice

Year: 1994

Type: book-chapter

Source: Birkhäuser Basel eBooks

DOI: 10.1007/978-3-0348-9112-7_1

Author: Darrell Duffie

Institution: Stanford 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: W61736140

FWCI:

Cites: 53

Cited by: 36

Related to: 10