scientific article; zbMATH DE number 1542137

zbMATH Open1026.91053MaRDI QIDQ4520137FDOQ4520137

Authors: Siu-Ah Ng 

Publication date: 11 December 2000

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

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zbMATH Keywords

financial mathematicsnonstandard analysishypermodels

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Actuarial science and mathematical finance (91Gxx) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Cited In (4)

• Title not available (Why is that?)
• Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22--25, 2015
• First steps towards an equilibrium theory for Lévy financial markets
• A nonstandard Lévy-Khintchine formula and Lévy processes

Uses Software

• Mathematica

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