Open AccessThe Martingale Approach to Financial Mathematics
Author(s) -
Jordan M Rowley
Publication year - 2021
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.15368/theses.2019.28
Subject(s) - martingale (probability theory) , probability measure , arbitrage , martingale pricing , fundamental theorem of asset pricing , mathematics , mathematical economics , stochastic differential equation , stochastic calculus , measure (data warehouse) , arbitrage pricing theory , local martingale , mathematical finance , finance , calculus (dental) , econometrics , capital asset pricing model , discrete mathematics , economics , differential equation , computer science , mathematical analysis , stochastic partial differential equation , medicine , dentistry , database