Mathematical Finance
DOI10.1007/978-3-031-28378-9zbMath1529.91003OpenAlexW4366319472MaRDI QIDQ6165753
Carlo Sgarra, Emanuela Rosazza Gianin
Publication date: 2 August 2023
Published in: UNITEXT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-28378-9
Brownian motionstochastic processesasset pricingoption pricingprobabilityrisk measuresfinancial derivatives
Statistical methods; risk measures (91G70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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