Martingales and stochastic integrals in the theory of continuous trading

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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.
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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.
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The first research to cite this article was titled A stochastic calculus model of continuous trading: Complete markets and was published in 1983. The most recent citation comes from a 2024 study titled A stochastic calculus model of continuous trading: Complete markets . This article reached its peak citation in 2007 , with 65 citations.It has been cited in 297 different journals, 8% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 292 citations. The chart below illustrates the annual citation trends for this article.
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