Concepedia
Statistics
Publications
48
Citations
6.5K
H-Index
28
Active since
1962
Affiliations
University of Illinois Chicago(Current)
Northwestern University
Decision Sciences (United States)
Northeastern Illinois University
Nomura Holdings (Japan)
Stanley R. Pliska is an author at University of Illinois Chicago specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingEconomicsManagementEngineeringFinancial EngineeringPortfolio OptimizationMathematical ProgrammingOperations Research
Publications per year
1962–2012
Martingales and stochastic integrals in the theory of continuous trading
J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations
Engineering, Integrable Probability, Continuous Trading +8
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Stanley R. Pliska · Mathematics of Operations Research · 1986 · 559 citations
Mathematical Programming, Economics, Portfolio Optimization +11
A stochastic calculus model of continuous trading: Complete markets
J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1983 · 437 citations
Asset Pricing, Stochastic Calculus, Business +4
Mathematics of Derivative Securities
Peter Bloomfield, M. A. H. Dempster, Stanley R. Pliska · Journal of the American Statistical Association · 1998 · 340 citations
Option Pricing, Asset Pricing, Derivative Pricing +8
OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
A. J. Morton, Stanley R. Pliska · Mathematical Finance · 1995 · 226 citations
Mathematical Programming, Economics, Portfolio Optimization +15
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