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Martingale pricing
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#	Item
11	Integrability by Quadratures of Pricing Equations Claudio Albanese, Giuseppe Campolieti January 29, 2001 Department of Mathematics, University of Toronto Math Point Ltd., Toronto Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Differential equations Martingale theory Stochastic calculus Multivariable calculus Partial differential equation Heat equation Stochastic differential equation Martingale Wiener process Statistics Stochastic processes Mathematical analysis
12	CHAPTER 23 Risk Pricing over Alternative Investment Horizons* Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2013-03-28 13:17:04 Economics Martingale theory Stochastic processes Options Probability theory Risk-neutral measure Forward measure Martingale Discounting Mathematical finance Statistics Financial economics
13	The Concepts of Mathematical Finance M.S. Joshi Contents page xiii Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:58 Finance Black–Scholes Asian option Interest rate derivative Martingale pricing Swaption Volatility smile Stochastic volatility Quantitative analyst Financial economics Options Mathematical finance
14	PDF Document Add to Reading List Source URL: www.ams.org Language: English - Date: 2004-03-24 14:59:34 Finance Fundamental theorem of asset pricing Risk-neutral measure Arbitrage No free lunch with vanishing risk Black–Scholes Martingale Futures contract Local martingale Mathematical finance Financial economics Statistics