BookMartingale Methods in Financial ModellingMarek Musiela1997Martingale Methods in Financial ModellingMarek Musiela, Marek Rutkowski1997-01-01bookSpringer eBooks1,085 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,085 citations exist upstream.References2016Numerical solution of stochastic differential equations2005Stochastic Integration and Differential Equations1997Modelling Extremal Events2005Controlled Markov Processes and Viscosity Solutions1990Numerical Methods for Stochastic Control Problems in Continuous Time1980Controlled Diffusion Processes1998Stochastic Approximation Algorithms and Applications1976Stochastic Processes in Queueing TheoryCited by2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach2003Term Structure Dynamics in Theory and Reality2008Financial distress and corporate risk management: Theory and evidence2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts2003Pricing and Hedging Spread Options2011Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives2002Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility2001Mortality derivatives and the option to annuitise