THE ANALYSIS OF FINITE SECURITY MARKETS USING MARTINGALES

被引：21

|

作者：

TAQQU, MS ^{[1
]}

WILLINGER, W ^{[1
]}

机构：

[1] CORNELL UNIV, ITHACA, NY 14853 USA

来源：

ADVANCES IN APPLIED PROBABILITY | 1987年 / 19卷 / 01期

关键词：

D O I：

10.2307/1427371

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：1 / 25

页数：25

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