Springer Finance - Stochastic Calculus for Finance II
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Published By Springer New York

9781441923110, 9781475742961

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Change of Numéraire

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_9 ◽

2004 ◽

pp. 375-402 ◽

Cited By ~ 1

Author(s):

Steven E. Shreve

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Stochastic Calculus

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_4 ◽

2004 ◽

pp. 125-208 ◽

Cited By ~ 2

Author(s):

Steven E. Shreve

Keyword(s):

Stochastic Calculus

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Exotic Options

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_7 ◽

2004 ◽

pp. 295-337

Author(s):

Steven E. Shreve

Keyword(s):

Exotic Options

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Introduction to Jump Processes

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_11 ◽

2004 ◽

pp. 461-526

Author(s):

Steven E. Shreve

Keyword(s):

Jump Processes

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General Probability Theory

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_1 ◽

2004 ◽

pp. 1-47 ◽

Cited By ~ 1

Author(s):

Steven E. Shreve

Keyword(s):

Probability Theory

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Connections with Partial Differential Equations

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_6 ◽

2004 ◽

pp. 263-294 ◽

Cited By ~ 1

Author(s):

Steven E. Shreve

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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Risk-Neutral Pricing

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_5 ◽

2004 ◽

pp. 209-261

Author(s):

Steven E. Shreve

Keyword(s):

Risk Neutral

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Term-Structure Models

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_10 ◽

2004 ◽

pp. 403-459 ◽

Cited By ~ 22

Author(s):

Steven E. Shreve

Keyword(s):

Term Structure ◽

Term Structure Models

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Brownian Motion

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_3 ◽

2004 ◽

pp. 83-123 ◽

Cited By ~ 1

Author(s):

Steven E. Shreve

Keyword(s):

Brownian Motion

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American Derivative Securities

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_8 ◽

2004 ◽

pp. 339-373

Author(s):

Steven E. Shreve

Keyword(s):

Derivative Securities

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Springer Finance - Stochastic Calculus for Finance IILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Change of Numéraire

Stochastic Calculus

Exotic Options

Introduction to Jump Processes

General Probability Theory

Connections with Partial Differential Equations

Risk-Neutral Pricing

Term-Structure Models

Brownian Motion

American Derivative Securities

Springer Finance - Stochastic Calculus for Finance II
Latest Publications