A stochastic model for the financial market with discontinuous prices.

Minkova, Leda D.

Journal of Applied Mathematics and Stochastic Analysis (1996)

  • Volume: 9, Issue: 3, page 271-280
  • ISSN: 2090-3332

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Minkova, Leda D.. "A stochastic model for the financial market with discontinuous prices.." Journal of Applied Mathematics and Stochastic Analysis 9.3 (1996): 271-280. <http://eudml.org/doc/47600>.

@article{Minkova1996,
author = {Minkova, Leda D.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {contingent claim valuation; representation of martingales; stochastic integral equation; option pricing; portfolio processes},
language = {eng},
number = {3},
pages = {271-280},
publisher = {Hindawi Publishing Corporation, New York},
title = {A stochastic model for the financial market with discontinuous prices.},
url = {http://eudml.org/doc/47600},
volume = {9},
year = {1996},
}

TY - JOUR
AU - Minkova, Leda D.
TI - A stochastic model for the financial market with discontinuous prices.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1996
PB - Hindawi Publishing Corporation, New York
VL - 9
IS - 3
SP - 271
EP - 280
LA - eng
KW - contingent claim valuation; representation of martingales; stochastic integral equation; option pricing; portfolio processes
UR - http://eudml.org/doc/47600
ER -

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