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Found 653 Documents (Results 1–100)

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Continuous-time asset pricing theory. A martingale-based approach. 2nd extended edition. (English) Zbl 1480.91001

Springer Finance Textbooks. Cham: Springer (ISBN 978-3-030-74409-0/hbk; 978-3-030-74410-6/ebook). xxiii, 456 p. (2021).
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On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100

Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020).
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GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004

Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019).
MSC:  62-02 62M10 62P05
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