Mathematical methods for financial markets.
From MaRDI portal
Publication:819974
DOI10.1007/978-1-84628-737-4zbMath1205.91003MaRDI QIDQ819974
Marc Yor, Marc Chesney, 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
options; diffusion; optimal stopping; Brownian motion; martingales; Lévy process; pricing; stochastic analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
60H30: Applications of stochastic analysis (to PDEs, etc.)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91Gxx: Actuarial science and mathematical finance
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