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Relative and Discrete Utility Maximising Entropy. Open Systems and Information Dynamics. 15(4). 2008.
The fundamental theorem of asset pricing under bid-ask and interest rate spreads. Journal of Mathematical Economics. 47. 2011.
Derivative Securities in Discrete Time. Springer Undergraduate Mathematics Series. :325.. 2012.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD