Introduction to stochastic finance: random variables and arbitrage theory

DOI10.2478/FORMA-2018-0001zbMath1401.91584OpenAlexW2885629969MaRDI QIDQ1796765

Peter Jaeger

Publication date: 17 October 2018

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

Full work available at URL: https://doi.org/10.2478/forma-2018-0001

zbMATH Keywords

random variablearbitrage theoryrisk-neutral measure

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Mechanization of proofs and logical operations (03B35)

Uses Software

• Mizar

Cites Work

• Four decades of {\textsc{Mizar}}. Foreword
• Modelling real world using stochastic processes and filtration
• Elementary Introduction to Stochastic Finance in Discrete Time
• Mizar: State-of-the-art and Beyond
• Stochastic finance. An introduction in discrete time
• Unnamed Item

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