scientific article; zbMATH DE number 1542137

MaRDI QIDQ4520137zbMATHFDO

Authors Siu-Ah Ng

Publication date 11 December 2000

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)

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Cited in

(4)

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• First steps towards an equilibrium theory for Lévy financial markets
• A nonstandard Lévy-Khintchine formula and Lévy processes
• Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22--25, 2015

Describes a project that uses

Uses Software

• Mathematica

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