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Russian Mathematical Surveys, 1998, Volume 53, Issue 4, Pages 866–867
DOI: https://doi.org/10.1070/rm1998v053n04ABEH000062 (Mi rm62) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The vector stochastic integral in the first fundamental theorem of the mathematics of finance

A. S. Cherny

M. V. Lomonosov Moscow State University
English version PDF (110 kB)
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DOI: https://doi.org/10.1070/rm1998v053n04ABEH000062
Accepted: 23.07.1998
Russian version:
Uspekhi Matematicheskikh Nauk, 1998, Volume 53, Issue 4(322), Pages 221–222
DOI: https://doi.org/10.4213/rm62
Bibliographic databases:
Document Type: Article
MSC: 60H05, 60G44, 60A10
Language: English
Original paper language: Russian
Citation: A. S. Cherny, “The vector stochastic integral in the first fundamental theorem of the mathematics of finance”, Russian Math. Surveys, 53:4 (1998), 866–867
Citation in format AMSBIB
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\by A.~S.~Cherny
\paper The vector stochastic integral in the first fundamental theorem of the mathematics of finance
\jour Russian Math. Surveys
\yr 1998
\vol 53
\issue 4
\pages 866--867
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    Russian version PDF:209
    English version PDF:14
    References:56
    First page:1
     
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