An Italian perspective on the development of financial mathematics from 1992 to 2008
type: Item
instance of: scholarly article
title: An Italian perspective on the development of financial mathematics from 1992 to 2008
zbMATH Open document ID: 1482.91228
author: Wolfgang J. Runggaldier
published in: Finance and Stochastics
publication date: 2022-02-01T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91-03
zbMATH DE Number: 7467508
zbMATH Keywords: financial mathematics
zbMATH Keywords: basic scientific aspects
zbMATH Keywords: historical and organisational aspects
zbMATH Keywords: scientific institutions
zbMATH Keywords: big financial crisis
MaRDI profile type: Publication
full work available at URL: s00780-021-00452-9
OpenAlex ID: W4200063989
cites work: Advanced financial modelling.
cites work: On the theory of option pricing
cites work: Towards a general theory of bond markets
cites work: Minimal realizations in interest rate models
cites work: Bond Market Structure in the Presence of Marked Point Processes
cites work: REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
cites work: A general version of the fundamental theorem of asset pricing
cites work: Q3811988
cites work: SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Martingales and stochastic integrals in the theory of continuous trading
cites work: A stochastic calculus model of continuous trading: Complete markets
cites work: Diffusion approximation in past dependent models and applications to option pricing
cites work: Numerical solution of stochastic differential equations with jumps in finance
cites work: MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
DOI: 10.1007/S00780-021-00452-9
description: scientific article; zbMATH DE number 7467508