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Mathematical Methods for Financial Markets

Author

Listed:
  • Monique Jeanblanc

    (Université d'Evry)

  • Marc Yor

    (Université Paris VI)

  • Marc Chesney

    (Universität Zürich)

Abstract

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Suggested Citation

  • Monique Jeanblanc & Marc Yor & Marc Chesney, 2009. "Mathematical Methods for Financial Markets," Springer Finance, Springer, number 978-1-84628-737-4, November.
    • Handle: RePEc:spr:sprfln:978-1-84628-737-4
    DOI: 10.1007/978-1-84628-737-4
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    Cited by:

    1. Carlos Bouthelier-Madre & Carlos Escudero, 2025. "Three-level qualitative classification of financial risks under varying conditions through first passage times," Papers 2507.08101, arXiv.org.
    2. Bernardo D’Auria & José A. Salmeron, 2025. "Optimal portfolios with anticipating information on the stochastic interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 301-328, June.

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