Random Dynamical Systems in Finance
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Publication:2839192
DOI10.1201/B14989zbMath1279.37050OpenAlexW605934067MaRDI QIDQ2839192
Anatoliy Swishchuk, Md. Shafiqul Islam
Publication date: 4 July 2013
Full work available at URL: https://doi.org/10.1201/b14989
fractionaloptimal controljumpsdelayrandom dynamical systemsrandom evolutioninterest rate theoryoption pricing theoryeconomics and financegeometric Markov renewal processes (GMRP)
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Dynamical systems in optimization and economics (37N40) Random dynamical systems (37H99)
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