Journal of Theoretical Probability · 2021 · 50 citations · 23 references
EngineeringMathematicsDifferential EquationsStochastic ModelingStochastic ProcessesDiffusion ProcessesNumerical Methods For Differential EquationsPartial Differential EquationsStochastic CalculusStochastic Differential EquationsVariational FormulationNumerical Methods For Stochastic Differential EquationsStochastic ApproximationStochastic Partial Differential Equations
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An Intertemporal General Equilibrium Model of Asset Prices
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations