Continuous-Time Asset Pricing Theory
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Publication:5001948
DOI10.1007/978-3-030-74410-6zbMath1480.91001OpenAlexW4245450098MaRDI QIDQ5001948
Publication date: 23 July 2021
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-74410-6
Utility theory (91B16) Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
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