Concepedia
Asia-Pacific Financial Markets · 2002 · 51 citations · 8 references
8
Martingales and arbitrage in multiperiod securities markets
J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations
Multiperiod Securities Markets, Economics, Financial Economics +4
The valuation of options for alternative stochastic processes
John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations
Option Pricing, Engineering, Asset Pricing +7
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 general version of the fundamental theorem of asset pricing
Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1994 · 1.5K citations
Option Pricing, Economics, Financial Economics +6
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