scientific article; zbMATH DE number 1144331

MaRDI QIDQ4384384zbMATH OpenFDO

Authors Albrecht Irle

Publication date 21 April 1998

zbMATH Keywords

Black-Scholes-modelfinancial derivativesfinancial mathematicsmartingalesstochastic processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Microeconomic theory (price theory and economic markets) (91B24)

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• Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics
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