Harrison, J.Michael, and Stanley R. Pliska. “Martingales and Stochastic Integrals in the Theory of Continuous Trading”. Stochastic Processes and Their Applications, vol. 11, no. 3, 1981, pp. 215-60, https://doi.org/10.1016/0304-4149(81)90026-0.
Harrison, J., & Pliska, S. R. (1981). Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and Their Applications, 11(3), 215-260. https://doi.org/10.1016/0304-4149(81)90026-0
Harrison J, Pliska SR. Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and their Applications. 1981;11(3):215-60.
The category
Science: Mathematics 6 is the most frequently represented among the references in this article. It primarily includes studies from The Annals of Probability The chart below illustrates the number of referenced publications per year.