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Latest revision as of 19:50, 5 March 2024

scientific article; zbMATH DE number 6193675
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scientific article; zbMATH DE number 6193675

    Statements

    1 August 2013
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    stochastic integration
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    semimartingales
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    martingales
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    Brownian motion
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    Markov processes
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    Black-Scholes
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    options
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    warrants
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    contingent claims
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    hedging strategies
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    Bachelier
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    homogeneous chaos
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    history of mathematics
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    Identifiers

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