Introduction
Author:
Affiliation:
1. Department of Mathematics, Imperial College London, Huxley Building, 180 Queen's Gate, London SW7 2BZ, UK
Publisher
The Royal Society
Subject
General Physics and Astronomy,General Engineering,General Mathematics
Link
https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2003.1232
Reference18 articles.
1. The central limit theorem for a nonlinear algorithm based on quantization
2. Utility–indifference hedging and valuation via reaction–diffusion systems
3. An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
4. Finite–dimensional Markovian realizations for stochastic volatility forward–rate models
5. Chaos and coherence: a new framework for interest–rate modelling
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