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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

No abstract is available for this item.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

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

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    Cited by:

    1. Miryana Grigorova & James Wheeldon, 2026. "European Options in Market Models with Multiple Defaults: the BSDE approach," Papers 2601.01250, arXiv.org.
    2. Wang, Ning & Zhang, Yumo, 2025. "Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility," Insurance: Mathematics and Economics, Elsevier, vol. 124(C).
    3. Masaaki Fujii & Masashi Sekine, 2026. "Mean Field Equilibrium Asset Pricing Model with Habit Formation," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 263-314, March.
    4. Qian, Yicheng & Pang, Pufan, 2025. "Adaptive hybrid spatial hypergraph convolution module with data embedding optimization for stock ranking prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
    5. 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.
    6. Yuchao Dong & Harry Zheng, 2025. "Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method," Papers 2510.24128, arXiv.org.
    7. 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.
    8. Hainaut, Donatien, 2026. "American option pricing with model constrained Gaussian process regressions," Applied Mathematics and Computation, Elsevier, vol. 512(C).
    9. Graeme Baker & Ankita Chatterjee, 2025. "Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance," Papers 2512.24491, arXiv.org.
    10. Dylan Possamai & Mateo Rodriguez Polo, 2026. "Here, there and everywhere: state-dependent time-inconsistent stochastic control," Papers 2603.22022, arXiv.org.
    11. Markus Hess, 2026. "Modeling Electricity Prices with Stochastic Langevin Equations," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 315-346, March.
    12. Jacek Wszo{l}a & Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb, 2025. "Design and valuation of multi-region CoCoCat bonds," Papers 2510.17221, arXiv.org.

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