Let $\{X_t(\omega)\}$ represent a version of the Wiener process having almost surely continuous sample paths on $(-\infty, \infty)$ that vanish at zero. We present a theorem concerning the local ...
On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios
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.
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