Probability and Finance Theory
Latest Publications

TOTAL DOCUMENTS

14

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814307932, 9789814307949

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

CONTINUOUS-TIME OPTION PRICING

Probability and Finance Theory ◽

10.1142/9789814307949_0009 ◽

2011 ◽

pp. 209-239

Keyword(s):

Option Pricing ◽

Continuous Time

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SINGLE PERIOD ASSET PRICING MODELS

Probability and Finance Theory ◽

10.1142/9789814307949_0006 ◽

2011 ◽

pp. 119-136

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models ◽

Single Period

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STATE PRICE AND RISK-NEUTRAL PROBABILITY

Probability and Finance Theory ◽

10.1142/9789814307949_0005 ◽

2011 ◽

pp. 99-118 ◽

Cited By ~ 1

Keyword(s):

State Price ◽

Risk Neutral

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BACK MATTER

Probability and Finance Theory ◽

10.1142/9789814307949_bmatter ◽

2011 ◽

pp. 355-390

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DYNAMIC PROGRAMMING AND MULTI-PERIOD ASSET PRICING

Probability and Finance Theory ◽

10.1142/9789814307949_0008 ◽

2011 ◽

pp. 173-208

Keyword(s):

Dynamic Programming ◽

Asset Pricing

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STOCHASTIC PROCESSES AND MARTINGALES

Probability and Finance Theory ◽

10.1142/9789814307949_0007 ◽

2011 ◽

pp. 137-172

Keyword(s):

Stochastic Processes

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CONDITIONAL PROBABILITY

Probability and Finance Theory ◽

10.1142/9789814307949_0002 ◽

2011 ◽

pp. 25-50

Keyword(s):

Conditional Probability

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INTEREST RATE MODELING AND DERIVATIVES

Probability and Finance Theory ◽

10.1142/9789814307949_0012 ◽

2011 ◽

pp. 311-353

Keyword(s):

Interest Rate

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THEORY OF MARKOV CHAINS AND CREDIT MARKETS

Probability and Finance Theory ◽

10.1142/9789814307949_0011 ◽

2011 ◽

pp. 281-309

Keyword(s):

Markov Chains ◽

Credit Markets

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THEORY OF RISK AND UTILITY

Probability and Finance Theory ◽

10.1142/9789814307949_0004 ◽

2011 ◽

pp. 77-98

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