The Golden Age of the Mathematical Finance

Jos\'e Manuel Corcuera

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Abstract: This paper is devoted to show that the last quarter of the past century can be considered as the golden age of the Mathematical Finance. In this period the collaboration of great economists and the best generation of probabilists, most of them from the Strasbourg's School led by Paul Andr\'e Meyer, gave rise to the foundations of this discipline. They established the two fundamentals theorems of arbitrage theory, close formulas for options, the main modelling a

Date: 2021-02, Revised 2021-03
New Economics Papers: this item is included in nep-cwa, nep-his and nep-hpe
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2102.06693

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