The influence of economic research on financial mathematics: Evidence from the last 25 years

René Carmona ()
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René Carmona: Princeton University

Finance and Stochastics, 2022, vol. 26, issue 1, No 5, 85-101

Abstract: Abstract This is an attempt to review some of the breakthroughs in economic research as they impacted the nascent field of financial mathematics over the last 25 years. Because of the prominent role of Finance and Stochastics in the definition of this emerging field, I try to view things through the lens of its published papers, and I try to stay away from financial engineering applications.

Keywords: Financial mathematics; Economic research; Nobel prize; 91-03; 01A99; 91G99 (search for similar items in EconPapers)
JEL-codes: B23 B26 N01 N20 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00780-021-00469-0

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