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Martingales and Stochastic Integrals in the Theory of Continous Trading

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  • J. Michael Harrison
  • Stanley R. Pliska

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  • J. Michael Harrison & Stanley R. Pliska, 1981. "Martingales and Stochastic Integrals in the Theory of Continous Trading," Discussion Papers 454, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Handle: RePEc:nwu:cmsems:454
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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/454.pdf
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    References listed on IDEAS

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    1. Arie Tamir & Eitan Zemel, 1979. "Locating Centers on a Tree with Discontinuous Supply and Demand Regions," Discussion Papers 397, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    2. Burdett, Kenneth & Mortensen, Dale T, 1980. "Search, Layoffs, and Labor Market Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 88(4), pages 652-672, August.
    3. Eitan Zemel, 1980. "Polynomial Algorithms for Estimating Network Reliability," Discussion Papers 449, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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