Introduction to stopping time in stochastic finance theory. II

DOI10.1515/FORMA-2017-0025zbMath1401.60071OpenAlexW2794694944WikidataQ130110491 ScholiaQ130110491MaRDI QIDQ1795560

Peter Jaeger

Publication date: 16 October 2018

Published in: Formalized Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/forma-2017-0025

zbMATH Keywords

stopping timestochastic process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Mechanization of proofs and logical operations (03B35)

Related Items (1)

FINANCE5

Uses Software

• Mizar

Cites Work

• Four decades of {\textsc{Mizar}}. Foreword
• Introduction to stopping time in stochastic finance theory
• Mizar: State-of-the-art and Beyond
• Stochastic finance. An introduction in discrete time

This page was built for publication: Introduction to stopping time in stochastic finance theory. II