The following pages link to (Q4788110):
Displaying 16 items.
- Martingale matrix classes and polytopes (Q445833) (← links)
- Financial mathematics in discrete time (Q523371) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- Noncommutative valuation of options (Q1744703) (← links)
- Measure free martingales (Q1770026) (← links)
- Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL (Q1984795) (← links)
- Derivatives pricing. The classic collection (Q2803996) (← links)
- Elementary introduction to stochastic finance in discrete time (Q2865755) (← links)
- Derivative Pricing in Discrete Time (Q2904345) (← links)
- (Q4527711) (← links)
- (Q4878010) (← links)
- (Q4925476) (← links)
- (Q5297852) (← links)
- (Q5301077) (← links)
- Strict Sign-Central Matrices (Q5502150) (← links)
- (Q5717237) (← links)