Financial Mathematics
From MaRDI portal
Publication:5877483
DOI10.1201/9780429113659OpenAlexW4310615812MaRDI QIDQ5877483
Publication date: 13 February 2023
Full work available at URL: https://doi.org/10.1201/9780429113659
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) 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)
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