4666 results in Mathematical finance
19 - A General Jump-Diffusion Model
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References
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20 - The Merton Model
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Part II - Optimal Control in Discrete Time
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Contents
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Part I - Point Processes
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22 - Good-Deal Bounds
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15 - Filtering with k-Variate Counting-Process Observations
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11 - Continuous-Time Dynamic Programming
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23 - Diversifiable Risk
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26 - Equilibrium Theory
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Frontmatter
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Preface
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21 - Determining a Unique Q
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12 - Non-Linear Filtering with Wiener Noise
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6 - Connections between Stochastic Differential Equations and Partial Integro-Differential Equations
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25 - Interest-Rate Theory
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4 - Counting Processes with Stochastic Intensities
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16 - Basic Arbitrage Theory
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1 - Counting Processes
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