The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Martingales and stochastic integrals in the theory of continuous trading
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Cited by
An Engine, Not a Camera: How Financial Models Shape Markets
MacKenzie, D. (2006) · doi:10.7551/mitpress/9780262134606.001.0001 · Cited by 1,766
Arbitrage Theory in Continuous Time
Björk, T. (2004) · doi:10.1093/0199271267.001.0001 · Cited by 940
LIBOR and swap market models and measures
Jamshidian, F. (1997) · Finance and Stochastics · doi:10.1007/s007800050026 · Cited by 746
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates
MILTERSEN, K. R., SANDMANN, K., & SONDERMANN, D. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03823.x · Cited by 561
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
Carr, P., Jarrow, R., & Myneni, R. (1992) · Mathematical Finance · doi:10.1111/j.1467-9965.1992.tb00040.x · Cited by 478
Metadata
- Authors
- Harrison, J. M., & Pliska, S. R.
- Venue
- Stochastic Processes and their Applications
- Publisher
- Elsevier BV
- Published
- 1981-08
- Volume
- 11
- Issue
- 3
- Pages
- 215-260
- ISSN
- 0304-4149 (ISSN-L)
- OpenAlex
- W2041550349
- Cited by
- 2,835
- References
- 1
- FWCI
- 10.49
- Type
- journal article
- Language
- en
- Open access
- bronze
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- CoChat. (2026). Citation check: Martingales and stochastic integrals in the theory of continuous trading. https://app.cochat.ai/papers/10.1016/0304-4149(81)90026-0
- The paper
- Harrison, J. M., & Pliska, S. R. (1981). Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and their Applications. https://doi.org/10.1016/0304-4149(81)90026-0
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
