A partial introduction to financial asset pricing theory

By Philip Protter. 2001

58 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/a3ab09cd7217887048f80e737f09e460208ef997

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In Finance

1. St'ephane Cr'epey
2. Damiano Brigo

Citations in the corpus

• About the Pricing Equations in Finance (2011, background): “, Protter [92]), though this is not as obvious as in the special case where B was a finite variation and continuous process.”
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (2007, unknown): “A similar statement to ours, but with additional assumptions of positivity and existence of left limits, is made in [30] with proof referred to [10].”