Review Paper. A survey of mathematical finance
From MaRDI portal
Publication:3024617
DOI10.1098/rspa.2004.1386zbMath1168.91386OpenAlexW1974384946MaRDI QIDQ3024617
Publication date: 1 July 2005
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2004.1386
Related Items (5)
A new formulation of asset trading games in continuous time with essential forcing of variation exponent ⋮ Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model ⋮ SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS ⋮ EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION ⋮ Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
This page was built for publication: Review Paper. A survey of mathematical finance
