Loading…
Stochastic Calculus for Quantitative Finance
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
|
| Series: | Optimization in insurance and finance set.
|
| Physical Description: |
1 online resource. |
| Subjects: | |
| Online Access: | Elsevier - Click here for access |
| Copy 1 | CMU Electronic Access | Online |
|---|