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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
References:
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”, Uspekhi Mat. Nauk, 53:4(322) (1998), 221–222; Russian Math. Surveys, 53:4 (1998), 866–867
Citation in format AMSBIB
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Linking options:
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  • https://doi.org/10.1070/rm1998v053n04ABEH000062
  • https://www.mathnet.ru/eng/rm/v53/i4/p221
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    Abstract page:352
    Russian version PDF:209
    English version PDF:14
    References:56
    First page:1
     
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