scientific article; zbMATH DE number 2053281

zbMATH Open1075.91025MaRDI QIDQ4454897FDOQ4454897

Walter Schachermayer

Publication date: 8 March 2004

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 1687011
• Introduction to stochastic finance
• Arbitrage Theory in Continuous Time
• Introduction to the mathematics of finance.
• Mathematics for finance. An introduction to financial engineering.

zbMATH Keywords

Black-Scholes modelsemi-martingalesbinomial modelsno-arbitrage theorymodels of financial marketsBachelier's modelfundamental theory of asset pricing

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic models in economics (91B70) Actuarial science and mathematical finance (91Gxx)

Cited In (5)

• Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions
• No arbitrage without semimartingales
• From Bachelier to Dupire via optimal transport
• Applications to mathematical finance
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4454897)