scientific article; zbMATH DE number 5207839

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zbMath1145.91026MaRDI QIDQ5424044

Andrea Pascucci

Publication date: 2 November 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculus stochastic differential equations stochastic calculus Black-Scholes model financial markets arbitrage financial mathematics financial options Itô analysis numerical methods, Monte Carlo method

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic analysis (60Hxx)

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The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments ⋮ A Girsanov result for the Pettis integral

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