A Continuous Time Financial Market with a Poisson Process as Transaction Timer.

Sergio Albeverio Lan-Jun Lao Xue-Lei Zhao A Continuous Time Financial Market with a Poisson Process as Transaction Timer. 305-330 2002 16 Adv. Comput. Math. 4 http://dx.doi.org/10.1023/A:1014566730969 db/journals/adcm/adcm16.html#AlbeverioLZ02