Mathematical methods for financial markets.
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Publication:819974
DOI10.1007/978-1-84628-737-4zbMath1205.91003OpenAlexW4301088890MaRDI QIDQ819974
Marc Chesney, Marc Yor, Monique Jeanblanc-Picqué
Publication date: 4 April 2006
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-84628-737-4
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)
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