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| Author: | Sundaresan, S. M. |
| Title: | Continuous-time methods in finance: a review and an assessment |
| Journal: | Journal of Finance
2000 : AUG, VOL. 45:4, p.1569-1622 |
| Index terms: | Econometric models Time series Capital markets Derivative securities Interest rates |
| Language: | eng |
| Abstract: | The author surveys and assesses the development of continuous-time methods in finance during the last 30 years. |
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