Stochastic methods in finance. Lectures given at the C.I.M.E.--E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6--12, 2003.

DOI10.1007/B100122zbMATH Open1053.91002OpenAlexW2493805540MaRDI QIDQ703138

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Publication date: 10 January 2005

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b100122

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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