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Book Reviews

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Publication:5044999

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DOI10.1137/22N975597zbMATH Open1502.00070MaRDI QIDQ5044999

Volker Schulz

Publication date: 3 November 2022

Published in: SIAM Review (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic calculus of variations and the Malliavin calculus (60H07) External book reviews (00A17)

Related Items (2)

Mathematical Finance: A Very Short Introduction ⋮ Book Review: Stochastic calculus for finance

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