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zbMath1331.91086MaRDI QIDQ2787505

Jason West, Eckhard Platen

Publication date: 4 March 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Portfolio theory (91G10)

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