Martingale methods in financial modelling.

DOI10.1007/b137866zbMath1058.60003OpenAlexW4292070138MaRDI QIDQ703592

Marek Rutkowski, Marek Musiela

Publication date: 11 January 2005

Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b137866

zbMATH Keywords

stochastic volatilitystochastic calculuscontinuous time modelsmathematical financeinterest rate modelsmartingale techniquesfinancial derivatives

Mathematics Subject Classification ID

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