Financial mathematics in discrete time

DOI10.1007/978-3-662-53531-8zbMATH Open1368.91001OpenAlexW2588851805MaRDI QIDQ523371FDOQ523371

Authors: Nicole Bäuerle, Ulrich Rieder 

Publication date: 20 April 2017

Published in: Springer-Lehrbuch Masterclass (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-53531-8

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Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Cited In (5)

• On the price of risk in a mean-risk optimization model
• Title not available (Why is that?)
• Nash equilibria for relative investors via no-arbitrage arguments
• Discrete Algorithms for Multivariate Financial Calculus
• Introduction to discrete financial mathematics

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