Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22--25, 2015

DOI10.1007/978-3-319-45875-5MaRDI QIDQ311375zbMATH OpenOpenAlexFDO

Authors

Publication date 29 September 2016

Published in Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-45875-5

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Special processes (60K99) Proceedings of conferences of miscellaneous specific interest (00B25) Festschriften (00B30) Martingales with continuous parameter (60G44) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

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Cited in

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• Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006.

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