An Italian perspective on the development of financial mathematics from 1992 to 2008

DOI10.1007/s00780-021-00452-9zbMath1482.91228OpenAlexW4200063989MaRDI QIDQ2072109

Wolfgang J. Runggaldier

Publication date: 1 February 2022

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-021-00452-9

zbMATH Keywords

financial mathematicsbasic scientific aspectsbig financial crisishistorical and organisational aspectsscientific institutions

Mathematics Subject Classification ID

History of game theory, economics, and finance (91-03) Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• On the theory of option pricing
• Diffusion approximation in past dependent models and applications to option pricing
• Numerical solution of stochastic differential equations with jumps in finance
• Advanced financial modelling.
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading
• A general version of the fundamental theorem of asset pricing
• Towards a general theory of bond markets
• A stochastic calculus model of continuous trading: Complete markets
• Minimal realizations in interest rate models
• REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
• MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
• Bond Market Structure in the Presence of Marked Point Processes
• SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS

This page was built for publication: An Italian perspective on the development of financial mathematics from 1992 to 2008