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Stochastic Calculus for Finance I · Study

BookStochastic Calculus for Finance I

Steven E. Shreve2004

Book2004

Stochastic Calculus for Finance I

Steven E. Shreve

163 citations·0/0 files stored·Springer finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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2009Extension of stochastic volatility equity models with the Hull–White interest rate process 2008Private Equity and Regulatory Capital 2014AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL 2014REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING 2014Statistical arbitrage in the Black–Scholes framework

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Year2004

Typebook

Published2004-01-01

VenueSpringer finance

ISSN-L1616-0533

Languageen

Citations163

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-0-387-22527-2

openalex_workW4248548705

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