He, Shengwu; Li, Jianjun; Xia, Jianming A finite discrete-time model of financial markets. (Chinese. English summary) Zbl 1054.91539 Adv. Math., Beijing 28, No. 1, 1-28 (1999). Summary: This paper is supposed to help mathematicians (especially probabilitists) who want to get into the field of mathematical finance understand the concepts and problems they may meet. In order to realize this purpose, we choose a financial market of finite discrete time: the most simple model in mathematical finance. In the model, we can concentrate on the background of finance, which is more unfamiliar to and more needed for mathematician, by decreasing difficulty in mathematics. Cited in 1 Document MSC: 91B28 Finance etc. (MSC2000) 60G99 Stochastic processes Keywords:mathematical finance; discrete time; European (American) contingent claims; pricing PDFBibTeX XMLCite \textit{S. He} et al., Adv. Math., Beijing 28, No. 1, 1--28 (1999; Zbl 1054.91539)