Girsanov, Numeraires, and All That

DOI10.1017/9781009339278zbMATH Open1503.91007OpenAlexW4306837386MaRDI QIDQ5057752FDOQ5057752

Authors: Patrick S. Hagan, Andrew Lesniewski 

Publication date: 19 December 2022

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

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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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