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Girsanov, Numeraires, and All That - MaRDI portal

Girsanov, Numeraires, and All That

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Publication:5057752

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DOI10.1017/9781009339278zbMath1503.91007OpenAlexW4306837386MaRDI QIDQ5057752

Patrick S. Hagan, Andrew Lesniewski

Publication date: 19 December 2022

Full work available at URL: https://doi.org/10.1017/9781009339278

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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