Bookhybrid1998

Methods of Mathematical Finance

888 citations0/0 files storedProbability theory and stochastic modelling

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

Abstract

This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal c

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