Publications
Publications
- 1997
- The Legacy of Norbert Wiener: A Centennial Symposium
On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios
By: Robert C. Merton
Keywords
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.