Financial markets in continuous time. Translated from the French by Anna Kennedy

zbMath1014.91043MaRDI QIDQ1852969

Rose-Anne Dana, Monique Jeanblanc-Picqué

Publication date: 21 January 2003

Published in: Springer Finance (Search for Journal in Brave)

zbMATH Keywords

asset pricingoption pricingequilibriuminterest ratesutility maximizationfinancial marketscomplete markets

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) General equilibrium theory (91B50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

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