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

zbMATH Keywords

Brownian motionstochastic processesasset pricingoption pricingprobabilityrisk measuresfinancial derivatives

Mathematics Subject Classification ID

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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