Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:book
|
| gptkbp:author |
gptkb:Robert_C._Merton
|
| 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
|
| https://www.w3.org/2000/01/rdf-schema#label |
Continuous-Time Finance
|