Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.)

DOI10.1080/14697688.2012.662595zbMATH Open1279.00012OpenAlexW2064728743MaRDI QIDQ2869959FDOQ2869959

Authors: Greg M. Gupton 

Publication date: 17 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.662595

Mathematics Subject Classification ID

External book reviews (00A17) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Financial applications of other theories (91G80) Stochastic analysis (60Hxx)

Cites Work

• Financial Modelling with Jump Processes
• Coherent measures of risk
• A general theory of finite state backward stochastic difference equations

Cited In (4)

• Book Reviews
• Discrete Time Series, Processes, and Applications in Finance
• Book Review: Stochastic calculus for finance
• Book review of: H. Föllmer and A. Schied, Stochastic finance. An introduction in discrete time

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