scientific article; zbMATH DE number 1163406

MaRDI QIDQ4394935zbMATH OpenFDO

Authors P. Ekkehard Kopp

Publication date 8 January 2001

zbMATH Keywords

nonstandard analysisoption pricing

Mathematics Subject Classification ID

Other applications of nonstandard models (economics, physics, etc.) (03H10)

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(9)

• Operator trigonometry of multivariate finance
• Hyperbolic distributions in finance
• The binomial pricing model in finance: a formalization in Isabelle
• Recent development in mathematical finance: a practitioner's point of view
• A PARADOX OF INTUITION: HEDGING THE LIMIT OR HEDGING IN THE LIMIT?
• Continuous monitoring: does credit risk vanish?
• scientific article; zbMATH DE number 1542137 (Why is no real title available?)
• Application of microlocal analysis to an inverse problem arising from financial markets
• Elementary stochastic calculus for finance with infinitesimals

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