Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
DOI10.1007/978-3-7908-2598-5_10zbMATH Open1206.00023OpenAlexW118742942MaRDI QIDQ3059072FDOQ3059072
Authors: Ralf Korn 
Publication date: 8 December 2010
Published in: Recent Developments in Applied Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2598-5_10
Recommendations
Methodology of mathematics (00A35) History of game theory, economics, and finance (91-03) Sociology (and profession) of mathematics (01A80) Development of contemporary mathematics (01A65)
Cited In (7)
- Dynamic financial risk management
- BS formula and the recession
- An Italian perspective on the development of financial mathematics from 1992 to 2008
- New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University
- What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015)
- Mathematics and finance
- Financial mathematics in times of crisis
This page was built for publication: Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3059072)
