continuous time finance Latest Research Papers

From innovation to obfuscation: continuous time finance fifty years later

Financial Markets and Portfolio Management ◽

10.1007/s11408-021-00399-z ◽

2021 ◽

Author(s):

Stylianos Perrakis

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Merton, Robert Carhart: Continuous-Time Finance

Die 100 wichtigsten Werke der Ökonomie ◽

10.34156/9783791046006-157 ◽

2019 ◽

pp. 157-158

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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An Intuitive Overview of Continuous Time Finance

Intermediate Financial Theory ◽

10.1016/b978-0-12-386549-6.00015-2 ◽

2015 ◽

pp. 443-467

Author(s):

Jean-Pierre Danthine ◽

John B Donaldson

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Bankruptcy Triggering Asset Value: Continuous Time Finance Approach

Springer Proceedings in Mathematics & Statistics - Modeling, Dynamics, Optimization and Bioeconomics I ◽

10.1007/978-3-319-04849-9_22 ◽

2014 ◽

pp. 357-382 ◽

Cited By ~ 4

Author(s):

Karel Janda ◽

Jakub Rojcek

Keyword(s):

Continuous Time ◽

Asset Value ◽

Continuous Time Finance

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Lecture Notes on Continuous Time Finance in Economics

10.1142/8759 ◽

2013 ◽

Author(s):

Ser-Huang Poon

Keyword(s):

Continuous Time ◽

Lecture Notes ◽

Continuous Time Finance

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11. Continuous-Time Finance

Mathematical Techniques in Finance ◽

10.1515/9781400831487-013 ◽

2009 ◽

pp. 233-260

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Thirty years of continuous-time finance

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2005.02.009 ◽

2005 ◽

Vol 29 (11) ◽

pp. 2699

Author(s):

Giovanni Barone-Adesi

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

10.1007/978-3-540-24755-5 ◽

2003 ◽

Cited By ~ 32

Author(s):

Alexandre Ziegler

Keyword(s):

Incomplete Information ◽

Continuous Time ◽

Heterogeneous Beliefs ◽

Continuous Time Finance

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Nonparametric Methods in Continuous-Time Finance: A Selective Review **We thank Haitao Li for his valuable and helpful comments. Cai’s research was supported, in part, by the National Science Foundation grant iJMS-0072J00 and funds provided by the University of North Carolina at Charlotte and Sonderforschungsbereich 373, Berlin, Germany. Hong’s research was supported, in part, by the National Scient:” Foundation grant SES-0111769.

Recent Advances and Trends in Nonparametric Statistics ◽

10.1016/b978-044451378-6/50019-3 ◽

2003 ◽

pp. 283-302 ◽

Cited By ~ 6

Author(s):

Zongwu Cai ◽

Yongmiao Hong

Keyword(s):

North Carolina ◽

Continuous Time ◽

National Science Foundation ◽

Nonparametric Methods ◽

National Science Foundation Grant ◽

University Of North Carolina ◽

Selective Review ◽

National Science ◽

The University ◽

Continuous Time Finance

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