Stochastic Flows and Jump-Diffusions

DOI10.1080/14697688.2020.1750680MaRDI QIDQ5139203zbMATH OpenOpenAlexFDO

Authors Tak Kuen Siu

Publication date 7 December 2020

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2020.1750680

Mathematics Subject Classification ID

External book reviews (00A17) Heat kernel (35K08) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Jump processes on general state spaces (60J76)

Cites work

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Cited in

(6)

• Book review of: F. Baudoin, Diffusion processes and stochastic calculus
• Book review of:. H. S. Dumas, The KAM story. A friendly introduction to the content, history, and significance of classical Kolmogorov-Arnold-Moser theory
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• European option pricing with market frictions, regime switches and model uncertainty

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