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Calcul Stochastique et Problèmes de Martingales · Study

BookCalcul Stochastique et Problèmes de Martingales

Jean Jacod1979

Book1979

Calcul Stochastique et Problèmes de Martingales

1,161 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets 1998The fundamental theorem of asset pricing for unbounded stochastic processes 2003Time-changed Lévy processes and option pricing 1986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios 2010A Guided Tour through Quadratic Hedging Approaches 1981Les Aspects Probabilistes Du Controle Stochastique 1983A stochastic calculus model of continuous trading: Complete markets 1991Option hedging for semimartingales

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Year1979

Typebook

Published1979-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations1,161

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0064907

openalex_workW1998107368

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