A short history of stochastic integration and mathematical finance: the early years, 1880--1970 (Q5326928)
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scientific article; zbMATH DE number 6193675
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| English | A short history of stochastic integration and mathematical finance: the early years, 1880--1970 |
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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0.787848949432373
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0.7663670778274536
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0.7463852167129517
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