Option theory with stochastic analysis. An introduction to mathematical finance.
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Publication:1414900
DOI10.1007/978-3-642-18786-5zbMath1042.91034OpenAlexW2485537568MaRDI QIDQ1414900
Publication date: 8 December 2003
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-18786-5
Signal detection and filtering (aspects of stochastic processes) (60G35) Financial applications of other theories (91G80) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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