Chapter | The Legacy of Norbert Wiener: A Centennial Symposium | 1997

On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios

by Robert C. Merton

Keywords: Mathematical Methods;

Citation:

Merton, Robert C. "On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios." In The Legacy of Norbert Wiener: A Centennial Symposium. Vol. 60, edited by D. Jerison, I. M. Singer, and D. W. Stroock. Proceedings of Symposia in Pure Mathematics . Providence, RI: American Mathematical Society, 1997.