Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.)

DOI10.1080/14697688.2012.662595zbMATH Open1279.00012OpenAlexW2064728743MaRDI QIDQ2869959

Greg M. Gupton

Publication date: 17 January 2014

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

Full work available at URL: https://doi.org/10.1080/14697688.2012.662595

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Financial applications of other theories (91G80) Stochastic analysis (60Hxx) External book reviews (00A17)

Cites Work

• A general theory of finite state backward stochastic difference equations
• Coherent measures of risk
• Financial Modelling with Jump Processes

Related Items (4)

Book Reviews ⋮ Book review of: H. Föllmer and A. Schied, Stochastic finance. An introduction in discrete time ⋮ Book Review: Stochastic calculus for finance ⋮ Discrete Time Series, Processes, and Applications in Finance

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