Stochastic differential geometry in finance studies

MaRDI QIDQ3003870zbMATH OpenFDO

Authors V. G. Makhankov

Publication date 31 May 2011

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial applications of other theories (91G80)

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Cited in

(6)

• Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets
• Interest rate models on Lie groups
• On the geometry of the term structure of interest rates
• Gauge geometry of financial markets
• Algebraic structure of vector fields in financial diffusion models and its applications
• scientific article; zbMATH DE number 2095965 (Why is no real title available?)

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