Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

A stochastic calculus model of continuous trading: Complete markets | Researchclopedia

Back to research

A stochastic calculus model of continuous trading: Complete markets

1983438 citationsJournal Article

Authors

J. Michael Harrison · Stanford University

Stanley R. Pliska · Northwestern University

Topics & Keywords

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

Publication Details

Published in: Stochastic Processes and their Applications

Volume 15, Issue 3, pp. 313-316

DOI: 10.1016/0304-4149(83)90038-8

Field-Weighted Citation Impact: 0.00