Equity Models

Ernst Eberlein and Jan Kallsen
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Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 8 in Mathematical Finance, 2019, pp 409-437 from Springer

Abstract: Abstract The theory of Mathematical Finance in the following chapters rests on price processes of assets such as stocks, currencies, bonds, and commodities. They are often assumed to be given exogenously. Therefore we start by discussing what kinds of processes are suggested by statistical properties of real data.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-26106-1_8

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DOI: 10.1007/978-3-030-26106-1_8

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