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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 1, Pages 5–22 (Mi tvp3761)  
This article is cited in 14 scientific papers (total in 15 papers)

On some basic concepts and some basic stochastic models used in finance

A. N. Shiryaev

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (1165 kB) Citations (15)
Abstract: This paper can be viewed as an introduction to the papers of this issue devoted to some theoretical-probabilistic problems in financial mathematics. In this paper, we describe key structures of finance theory (§ 1), present a brief historical bibliography (§ 2), and consider (§ 3) stochastic models of a stock exchange. In addition, the paper offers an insight into the problems of option pricing (§ 4).
Keywords: finance theory, financial mathematics, stock exchange models, bond and stock, options, warrants, futures contracts.
Received: 05.07.1993
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 1, Pages 1–13
DOI: https://doi.org/10.1137/1139001
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. N. Shiryaev, “On some basic concepts and some basic stochastic models used in finance”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 5–22; Theory Probab. Appl., 39:1 (1994), 1–13
Citation in format AMSBIB
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\by A.~N.~Shiryaev
\paper On some basic concepts and some basic stochastic models used in finance
\jour Teor. Veroyatnost. i Primenen.
\yr 1994
\vol 39
\issue 1
\pages 5--22
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1348189}
\zmath{https://zbmath.org/?q=an:0834.60071|0829.60054}
\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 1
\pages 1--13
\crossref{https://doi.org/10.1137/1139001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995RH52800001}
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  • https://www.mathnet.ru/eng/tvp/v39/i1/p5
    • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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