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Continuous-Time Methods in Finance:
A Review and an Assessment

SURESH M. SUNDARESAN*

ABSTRACT
I survey and assess the development of continuous-time methods in finance during
the last 30 years. The subperiod 1969 to 1980 saw a dizzying pace of development
with seminal ideas in derivatives securities pricing, term structure theory, asset
pricing, and optimal consumption and portfolio choices. During the period 1981 to
1999 the theory has been extended and modified to better explain empirical regularities
in various subfields of finance. This latter subperiod has seen significant
progress in econometric theory, computational and estimation methods to test and
implement continuous-time models. Capital market frictions and bargaining issues
are being increasingly incorporated in continuous-time theory.

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关键词：Continuous Assessment Assessmen Methods Finance 下载 Finance Methods Review Assessment

老兄，骗人了吧，不就是一个破review么，到处都有

Continuous-Time Methods in Finance:
A Review and an Assessment

本文转自The Journal of Finance，共五十多页，对过去30多年Continuous-Time Methods in Finance的发展做了详尽的讲解和评价，有简单的图表和数学分析，并不亚于一般教材中的介绍，相信对于了解此方面的学术发展会起到一定帮助作用。

请大家下载前注意内容介绍，是A Review and an Assessment。标题不够清楚请大家谅解，小弟来此论坛不久，对有些规范尚不够了解。另外，对于这样一篇文章8块大洋应该不贵。如果有和小弟一样的穷书生需要此文，请发信给我，酌情奉上！

[此贴子已经被作者于2006-4-6 22:15:41编辑过]