Girsanov, Numeraires, and All That

DOI10.1017/9781009339278MaRDI QIDQ5057752zbMATH OpenOpenAlexFDO

Authors Patrick S. Hagan, Andrew Lesniewski

Publication date 19 December 2022

Full work available at URL https://doi.org/10.1017/9781009339278

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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