Financial Mathematics

DOI10.1201/9780429113659OpenAlexW4310615812MaRDI QIDQ5877483FDOQ5877483

Authors: Kevin Hastings 

Publication date: 13 February 2023

Full work available at URL: https://doi.org/10.1201/9780429113659

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• Title not available (Why is that?)
• Financial mathematics in discrete time

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