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Pathwise stochastic integration and applications to the theory of continuous trading · Study

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ArticlePathwise stochastic integration and applications to the theory of continuous trading

Walter Willinger1989

OA

Articlebronze1989

Pathwise stochastic integration and applications to the theory of continuous trading

Walter Willinger · Murad S. Taqqu

27 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1973The Pricing of Options and Corporate Liabilities 1979Martingales and arbitrage in multiperiod securities markets 1981Martingales and stochastic integrals in the theory of continuous trading 1981Point Processes and Queues 1979Calcul Stochastique et Problèmes de Martingales 1951Multiple Wiener Integral 1965On the Convergence of Ordinary Integrals to Stochastic Integrals 1986Stochastic Calculus and Applications.

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1991Diffusion Approximation in Past Dependent Models and Applications to Option Pricing

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Year1989

Typearticle

Published1989-08-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(89)90079-3

openalex_workW2007992152

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