Stochastic methods in asset pricing

MaRDI QIDQ4607221zbMATH OpenFDO

Authors Andrew Lyasoff

Publication date 13 March 2018

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

• Stochastic calculus for finance. I: The binomial asset pricing model.
• scientific article; zbMATH DE number 6304887
• Introduction to stochastic finance
• Stochastic calculus for finance. II: Continuous-time models.
• Asset pricing theory.

Cited in

(6)

• Stochastic calculus for assets with non-Gaussian price fluctuations
• Modelling joint behaviour of asset prices using stochastic correlation
• Methods of PC realization of the stochastic models of stock and bond values
• A stochastic approach to asset selection process
• Average-tempered stable subordinators with applications
• Set-valued stochastic integrals for convoluted Lévy processes

This page was built for publication: Stochastic methods in asset pricing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4607221)