Mathematical finance

DOI10.1007/978-3-030-26106-1zbMATH Open1452.91001OpenAlexW4246037635MaRDI QIDQ5233545FDOQ5233545

Ernst Eberlein, Jan Kallsen

Publication date: 11 September 2019

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-26106-1

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zbMATH Keywords

mathematical financesemimartingalesstochastic analysiscalculus and control

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Portfolio theory (91G10) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial applications of other theories (91G80)

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