Problems and Solutions in Mathematical Finance

DOI10.1002/9781118845141zbMath1300.91001OpenAlexW2476550060MaRDI QIDQ5398166

Sverrir Ólafsson, Dian Nel, Eric B. Chin

Publication date: 26 February 2014

Full work available at URL: https://doi.org/10.1002/9781118845141

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic analysis (60Hxx) Actuarial science and mathematical finance (91Gxx)

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