Continuous-Time Finance

GPTKB entity

Statements (17)
Predicate Object
gptkbp:instanceOf gptkb:book
gptkbp:author gptkb:Robert_C._Merton
https://www.w3.org/2000/01/rdf-schema#label Continuous-Time Finance
gptkbp:ISBN 978-1557869773
gptkbp:language English
gptkbp:notableFor application of stochastic calculus to finance
development of continuous-time financial models
gptkbp:publicationYear 1990
gptkbp:publisher gptkb:Basil_Blackwell
gptkbp:subject gptkb:stochastic_process
option pricing
financial mathematics
continuous-time models
dynamic asset pricing theory
portfolio selection
gptkbp:bfsParent gptkb:Robert_C._Merton
gptkbp:bfsLayer 5