Optional processes. Theory and applications

DOI10.1201/9780429442490zbMATH Open1471.60003OpenAlexW3033194416MaRDI QIDQ5113837FDOQ5113837

Authors: Mohamed N. Abdelghani, Alexander Melnikov 

Publication date: 18 June 2020

Full work available at URL: https://doi.org/10.1201/9780429442490

Recommendations

• scientific article; zbMATH DE number 2199827
• Financial markets in the context of the general theory of optional processes
• Stochastic calculus. An introduction through theory and exercises
• Continuous stochastic calculus with applications to finance
• Stochastic processes and financial mathematics

zbMATH Keywords

portfolio theoryoptional processes

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Financial applications of other theories (91G80) Foundations of stochastic processes (60G05)

Cited In (5)

• On statistical estimation and inferences in optional regression models
• On comparison theorem for optional SDEs via local times and applications
• Parameter estimation in optional semimartingale regression models
• Financial markets in the context of the general theory of optional processes
• SDEs with two reflecting barriers driven by optional processes with regulated trajectories

This page was built for publication: Optional processes. Theory and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5113837)