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Back, Kerry
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Introduction to mathematical finance : discrete time models
Pliska, Stanley R.
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1999
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Reprint.
Persistent link: https://www.econbiz.de/10004333628
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2
The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1986
Persistent link: https://www.econbiz.de/10005824541
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A Stochastic Calculus Model of Continuous Trading: Complete Markets
Harrison, J. Michael
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1981
Persistent link: https://www.econbiz.de/10005766781
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4
Natural Energy Resource Decisions and Prices Involving Incertainty
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1981
Persistent link: https://www.econbiz.de/10005766866
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5
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1984
Persistent link: https://www.econbiz.de/10005766867
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6
Optimal Consumption and Exploration of Nonrenewable Resources Under Uncertainty
Deshmukh, S. D.
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
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1978
Persistent link: https://www.econbiz.de/10005588284
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7
Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1981
Persistent link: https://www.econbiz.de/10005588288
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8
Duality Theory for Some Stochastic Control Models
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1982
Persistent link: https://www.econbiz.de/10005588295
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9
A Stochastic Calculus Model of Continuous Trading: Return Processes and Investment Plans
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
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1982
Persistent link: https://www.econbiz.de/10005588636
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10
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry
;
Pliska, Stanley R.
-
Center for Mathematical Studies in Economics and …
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1986
Persistent link: https://www.econbiz.de/10005588741
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