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(Research report / Forskningsrapport, 2009)
In this paper, we derive the evolution of a stock price from the dynamics of the "best bid" and "best ask". Under the assumption that the bid and ask prices are described by semimartingales, we study the completeness and ...
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1976)
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1977)
1o
(Research report / Forskningsrapport, 1985)
(Research report / Forskningsrapport, 1983)