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

Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao (2002)

> Home

Details and statistics

DOI: 10.1023/A:1014566730969

access: closed

type: Journal Article

metadata version: 2017-05-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/adcm/AlbeverioLZ02
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/adcm/AlbeverioLZ02
Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao:
A Continuous Time Financial Market with a Poisson Process as Transaction Timer. Adv. Comput. Math. 16(4): 305-330 (2002)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.