Stochastic Clock and Financial Markets

DOI10.1007/978-3-540-75265-3_5zbMath1151.91304OpenAlexW1554791406MaRDI QIDQ5900369

Hélyette Geman

Publication date: 29 September 2008

Published in: Aspects of Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-75265-3_5

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Brownian motion (60J65)

Related Items (1)

Pricing of the time-change risks

This page was built for publication: Stochastic Clock and Financial Markets