Elementary Introduction to Stochastic Finance in Discrete Time

DOI10.2478/v10037-012-0001-5zbMath1276.91103OpenAlexW2119506873MaRDI QIDQ2865755

Peter Jaeger

Publication date: 3 December 2013

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

Full work available at URL: https://doi.org/10.2478/v10037-012-0001-5

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items

Introduction to Diophantine approximation, Introduction to stochastic finance: random variables and arbitrage theory, Random Variables and Product of Probability Spaces, Events of Borel sets, construction of Borel sets and random variables for stochastic finance

Cites Work

• Semantics of MML Query - Ordering
• Stochastic finance. An introduction in discrete time