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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.
SCIMA record nr: 214063
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