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The Golden Age of the Mathematical Finance

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  • Jos'e Manuel Corcuera

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

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  • Jos'e Manuel Corcuera, 2021. "The Golden Age of the Mathematical Finance," Papers 2102.06693, arXiv.org, revised Mar 2021.
    • Handle: RePEc:arx:papers:2102.06693
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    References listed on IDEAS

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