A First Course in Options Pricing Theory
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Publication:6093413
DOI10.1137/1.9781611977646OpenAlexW4382518811MaRDI QIDQ6093413
Publication date: 6 September 2023
Full work available at URL: https://doi.org/10.1137/1.9781611977646
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
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