F for finance. From classical financial mathematics to portfolio theory and new financial products
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Publication:2304768
DOI10.1007/s40329-017-0171-7zbMath1435.91006OpenAlexW2621319513MaRDI QIDQ2304768
Publication date: 13 March 2020
Published in: Lettera Matematica. International Edition (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40329-017-0171-7
History of game theory, economics, and finance (91-03) Actuarial science and mathematical finance (91Gxx)
Cites Work
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- The Pricing of Options and Corporate Liabilities
- A Theory of the Term Structure of Interest Rates
- An Intertemporal Capital Asset Pricing Model
- Option pricing when underlying stock returns are discontinuous
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
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