From Stochastic Calculus to Mathematical Finance

DOI10.1007/978-3-540-30788-4MaRDI QIDQ3378446zbMATH OpenOpenAlexFDO

Authors

Publication date 3 April 2006

Full work available at URL https://doi.org/10.1007/978-3-540-30788-4

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Festschriften (00B30) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Recommendations

• scientific article; zbMATH DE number 5216865
• scientific article; zbMATH DE number 5026578
• scientific article; zbMATH DE number 2172653
• From statistics to mathematical finance. Festschrift in honour of Winfried Stute
• scientific article; zbMATH DE number 845007
• Problems and solutions in mathematical finance. Volume I. Stochastic calculus
• Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart
• Introduction to stochastic calculus for finance. A new didactic approach.
• Publication:4896014

Cited in

(1)

• The term structure of implied correlations between S\&P and VIX markets

This page was built for publication: From Stochastic Calculus to Mathematical Finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3378446)