scientific article; zbMATH DE number 1292789

MaRDI QIDQ4244438zbMATH OpenFDO

Authors Alexander Melnikov

Publication date 30 May 1999

zbMATH Keywords

martingalesfinancial marketsprobabilistic modelsminimized risks

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic models in economics (91B70) Stochastic analysis (60H99)

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Cited in

(8)

• Binomial financial market in the context of the algebra of stochastic exponents and martingales
• Mathematical methods for financial markets.
• Stochastic models of financial mathematics
• scientific article; zbMATH DE number 1406736 (Why is no real title available?)
• Stochastic methods in finance. II
• Financial markets with no riskless (safe) asset
• scientific article; zbMATH DE number 796439 (Why is no real title available?)
• Financial markets in continuous time. Translated from the French by Anna Kennedy

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