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

DOI10.1080/14697688.2012.662595MaRDI QIDQ2869959zbMATH OpenOpenAlexFDO

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

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

Cited in

(4)

• 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
• Book Reviews

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