Continuous Financial Markets

Eckhard Platen () and David Heath ()
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Eckhard Platen: University of Technology
David Heath: Australian National University

Chapter 10 in A Benchmark Approach to Quantitative Finance, 2006, pp 367-402 from Springer

Abstract: Abstract This and the following three chapters present a range of new concepts and ideas that do not fit under presently prevailing approaches. They derive a general, unified framework for modeling continuous financial markets.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-540-47856-0_10

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DOI: 10.1007/978-3-540-47856-0_10

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