Open AccessThe Martingale Approach to Financial Mathematics
Author(s) -
Jordan M Rowley
Publication year - 2019
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.15368/theses.2019.28
Subject(s) - martingale (probability theory) , probability measure , arbitrage , martingale pricing , mathematical economics , fundamental theorem of asset pricing , mathematics , stochastic differential equation , stochastic calculus , arbitrage pricing theory , measure (data warehouse) , local martingale , finance , econometrics , capital asset pricing model , economics , discrete mathematics , differential equation , computer science , mathematical analysis , stochastic partial differential equation , database
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