Work

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Year: 2006

Type: book-review

Abstract: (2006). Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management. Journal of the American Statistical Association: Vol. 101, No. 474, pp. 850-852.

Source: Journal of the American Statistical Association

DOI: 10.1198/jasa.2006.s104

Author: Wolfgang Breymann

Institution: ZHAW Zurich University of Applied Sciences

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1987523552

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Cited by: 245

Related to: 10