Universitext - Introduction to Stochastic Finance
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Published By Springer Singapore

9789811316562, 9789811316579

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Pricing and Hedging of Exotic Options

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_6 ◽

2018 ◽

pp. 175-193

Author(s):

Jia-An Yan

Keyword(s):

Exotic Options

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The Black-Scholes Model and Its Modifications

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_5 ◽

2018 ◽

pp. 153-174

Author(s):

Jia-An Yan

Keyword(s):

Black Scholes Model ◽

Black Scholes

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Stochastic Calculus and Semimartingale Model

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_11 ◽

2018 ◽

pp. 307-325

Author(s):

Jia-An Yan

Keyword(s):

Stochastic Calculus

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Optimal Investment in Incomplete Markets

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_12 ◽

2018 ◽

pp. 327-341

Author(s):

Jia-An Yan

Keyword(s):

Incomplete Markets ◽

Optimal Investment

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Portfolio Selection Theory in Discrete-Time

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_2 ◽

2018 ◽

pp. 33-73

Author(s):

Jia-An Yan

Keyword(s):

Portfolio Selection ◽

Discrete Time ◽

Selection Theory

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Martingale Method for Utility Maximization

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_13 ◽

2018 ◽

pp. 343-364

Author(s):

Jia-An Yan

Keyword(s):

Utility Maximization ◽

Martingale Method

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Itô Process and Diffusion Models

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_7 ◽

2018 ◽

pp. 195-215

Author(s):

Jia-An Yan

Keyword(s):

Diffusion Models ◽

Ito Process ◽

And Diffusion

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Martingale Theory and Itô Stochastic Analysis

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_4 ◽

2018 ◽

pp. 107-151

Author(s):

Jia-An Yan

Keyword(s):

Stochastic Analysis ◽

Martingale Theory

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Term Structure Models for Interest Rates

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_8 ◽

2018 ◽

pp. 217-246

Author(s):

Jia-An Yan

Keyword(s):

Interest Rates ◽

Term Structure ◽

Term Structure Models

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Financial Markets in Discrete Time

Universitext - Introduction to Stochastic Finance ◽

10.1007/978-981-13-1657-9_3 ◽

2018 ◽

pp. 75-105

Author(s):

Jia-An Yan

Keyword(s):

Financial Markets ◽

Discrete Time

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Universitext - Introduction to Stochastic FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Singapore

Pricing and Hedging of Exotic Options

The Black-Scholes Model and Its Modifications

Stochastic Calculus and Semimartingale Model

Optimal Investment in Incomplete Markets

Portfolio Selection Theory in Discrete-Time

Martingale Method for Utility Maximization

Itô Process and Diffusion Models

Martingale Theory and Itô Stochastic Analysis

Term Structure Models for Interest Rates

Financial Markets in Discrete Time

Universitext - Introduction to Stochastic Finance
Latest Publications