↓ Skip to main content
What is this page? Embed badge

Introduction to Option Pricing Theory

Overview of attention for book
Cover of 'Introduction to Option Pricing Theory'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Stochastic Integration
  3. Altmetric Badge
    Chapter 2 Itô’s Formula and its Applications
  4. Altmetric Badge
    Chapter 3 Representation of Square Integrable Martingales
  5. Altmetric Badge
    Chapter 4 Stochastic Differential Equations
  6. Altmetric Badge
    Chapter 5 Girsanov’s Theorem
  7. Altmetric Badge
    Chapter 6 Option Pricing in Discrete Time
  8. Altmetric Badge
    Chapter 7 Introduction to Continuous Time Trading
  9. Altmetric Badge
    Chapter 8 Arbitrage and Equivalent Martingale Measures
  10. Altmetric Badge
    Chapter 9 Complete Markets
  11. Altmetric Badge
    Chapter 10 Black and Scholes Theory
  12. Altmetric Badge
    Chapter 11 Discrete Approximations
  13. Altmetric Badge
    Chapter 12 The American Options
  14. Altmetric Badge
    Chapter 13 Asset Pricing with Stochastic Volatility
  15. Altmetric Badge
    Chapter 14 The Russian Options
Attention for Chapter 2: Itô’s Formula and its Applications
Altmetric Badge

Citations

dimensions_citation
32 Dimensions
Summary Dimensions citations
So far, Dimensions has found 32 publications that cite this research output.

32

The most recent citing publications are shown below. View all 32 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.