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Mathematics of Financial Markets

Author

Listed:
  • Robert J. Elliott

    (University of Calgary)

  • P. Ekkehard Kopp

    (University of Hull)

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Suggested Citation

  • Robert J. Elliott & P. Ekkehard Kopp, 2005. "Mathematics of Financial Markets," Springer Finance, Springer, edition 0, number 978-0-387-22640-8, November.
    • Handle: RePEc:spr:sprfln:978-0-387-22640-8
    DOI: 10.1007/b97681
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    Cited by:

    1. Papin, Timothée, 2013. "Pricing of Corporate Loan : Credit Risk and Liquidity cost," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12545 edited by Turinici, Gabriel.
    2. Daniel Kressner & Robert Luce & Francesco Statti, 2017. "Incremental computation of block triangular matrix exponentials with application to option pricing," Papers 1703.00182, arXiv.org, revised Jun 2017.
    3. Yang Shen, 2020. "Effect of Variance Swap in Hedging Volatility Risk," Risks, MDPI, vol. 8(3), pages 1-34, July.

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