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Financial Derivatives - MaRDI portal

Financial Derivatives

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Publication:3630871

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DOI10.1017/CBO9780511806643zbMath1165.91013OpenAlexW4246580877MaRDI QIDQ3630871

George Chacko, Jamil Baz

Publication date: 4 June 2009

Full work available at URL: https://doi.org/10.1017/cbo9780511806643

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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