Arbitrage Theory in Continuous Time

DOI10.1093/0199271267.001.0001zbMath1140.91038OpenAlexW4290960473MaRDI QIDQ5710171

Publication date: 1 December 2005

Full work available at URL: https://doi.org/10.1093/0199271267.001.0001

Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

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