An Elementary Introduction to Mathematical Finance
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Publication:3078372
DOI10.1017/CBO9780511921483zbMath1221.91001OpenAlexW656810298MaRDI QIDQ3078372
Publication date: 18 February 2011
Full work available at URL: https://doi.org/10.1017/cbo9780511921483
Brownian motionstochastic orderoptimization modelstochastic dynamic programmingcapital asset pricing modelgeometric Brownian motionportfolio selectionBlack-Scholes formulaexotic optionrate of returnarbitrage theorem
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)
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