Review Paper. A survey of mathematical finance (Q3024617): Difference between revisions
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| Property / author: David G. Hobson / rank | |||
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| Property / full work available at URL: https://doi.org/10.1098/rspa.2004.1386 / rank | |||
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Latest revision as of 19:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Review Paper. A survey of mathematical finance |
scientific article |
Statements
Review Paper. A survey of mathematical finance (English)
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1 July 2005
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derivative pricing
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Black-Scholes
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incomplete markets
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stochastic calculus
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martingale measures
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