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Financial Mathematics - MaRDI portal

Financial Mathematics

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Publication:5877482

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DOI10.1201/9780429468889zbMath1505.91001OpenAlexW4309937148MaRDI QIDQ5877482

Giuseppe Campolieti, R. N. Makarov

Publication date: 13 February 2023

Full work available at URL: https://doi.org/10.1201/9780429468889

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) 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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