OpenAlex | Martingales and stochastic integrals in the theory of continuous trading

Martingales and stochastic integrals in the theory of continuous trading

Work

Year: 1981

Type: article

Source: Stochastic Processes and their Applications

Authors J. Michael Harrison, Stanley R. Pliska

Institutions Stanford University, Northwestern University

Cites: 42

Cited by: 2,911

Related to: 10

FWCI: 7.491

Citation percentile (by year/subfield): 99.17

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze