scientific article; zbMATH DE number 947803
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arbitrageasset pricesbinomial treeBlack-Scholes modelBrownian motionCox-Ross-Rubinstein modelderivative marketsdiscounted stock price processfiltrationsfinancial derivativesfinancial mathematicsGirsanov theoremHeath-Jarrow-Morton frameworkinterest rate marketinvariance of pricesIto calculusIto processesmarket securitiesmartingale representation theoremmartingalesprevisible processespricingself-financing strategystochastic calculus
Signal detection and filtering (aspects of stochastic processes) (60G35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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