IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789812385345_0002.html
   My bibliography  Save this book chapter

The Continuous-Time Market Model

In: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time

Author

Listed:
  • Ralf Korn

    (Johannes Gutenberg-Universität Mainz, Germany)

Abstract

The following sections are included:The Security Price ProcessesThe Wealth Process and the Actions of a Small InvestorCompleteness of the Market Model and the Growth-Optimum PortfolioOption Pricing: A Short IntroductionConvergence of Discrete Markets to Continuous Markets

Suggested Citation

  • Ralf Korn, 1997. "The Continuous-Time Market Model," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 2, pages 15-35, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812385345_0002
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789812385345_0002
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789812385345_0002
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812385345_0002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.