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Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1981
Persistent link: https://www.econbiz.de/10005588288
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2
Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael
;
Pliska, Stanley R.
-
1981
Persistent link: https://www.econbiz.de/10012235270
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3
A Stochastic Calculus Model of Continuous Trading: Complete Markets
Harrison, J. Michael
;
Pliska, Stanley R.
-
1981
Persistent link: https://www.econbiz.de/10012235305
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4
Optimal Control of Some Markov Processes with Applications to Batch Queueing and Continuous Review Inventory Systems
Weiss, Howard J.
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1976
Persistent link: https://www.econbiz.de/10005247953
Saved in:
5
Optimal Consumption of A Nonrenewable Resource with Stochastic Discoveries and a Random Environment
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1981
Persistent link: https://www.econbiz.de/10005252468
Saved in:
6
The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1986
Persistent link: https://www.econbiz.de/10005824541
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7
Natural Energy Resource Decisions and Prices Involving Incertainty
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1981
Persistent link: https://www.econbiz.de/10005766866
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8
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1984
Persistent link: https://www.econbiz.de/10005766867
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9
Optimal Consumption and Exploration of Nonrenewable Resources Under Uncertainty
Deshmukh, S. D.
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
-
1978
Persistent link: https://www.econbiz.de/10005588284
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10
Duality Theory for Some Stochastic Control Models
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
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1982
Persistent link: https://www.econbiz.de/10005588295
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