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Some applications of stochastic analysis in financial economics: An outline

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  • Pio Zanzotto

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  • Pio Zanzotto, 1995. "Some applications of stochastic analysis in financial economics: An outline," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(2), pages 181-198, September.
    • Handle: RePEc:spr:decfin:v:18:y:1995:i:2:p:181-198
    DOI: 10.1007/BF02096427
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    References listed on IDEAS

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    1. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
    2. Harrison, J. Michael & Pliska, Stanley R., 1983. "A stochastic calculus model of continuous trading: Complete markets," Stochastic Processes and their Applications, Elsevier, vol. 15(3), pages 313-316, August.
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