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Stochastic Calculus and Applications. · Study

WorkStochastic Calculus and Applications.

Saul Jacka1986

Work1986

Stochastic Calculus and Applications.

Saul Jacka · Robert James Elliott

673 citations·0/0 files stored·Journal of the Royal Statistical Society Series D (The Statistician)

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Stochastic processes and financial applications Probability and Statistical Research Fuzzy Systems and Optimization

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1986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios 1998Pricing the risks of default 1990General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns 2004An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks 2006Robust control and model misspecification 1997Bond Market Structure in the Presence of Marked Point Processes 1991Pricing foreign currency options under stochastic interest rates 2009The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

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Year1986

Typeother

Published1986-01-01

VenueJournal of the Royal Statistical Society Series D (The Statistician)

ISSN-L0039-0526

Languageen

Citations673

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2307/2988309

openalex_workW2796337403

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