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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 85-101 |
| Number of pages | 17 |
| Journal | Finance and Stochastics |
| Volume | 26 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 2022 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Finance
- Statistics, Probability and Uncertainty
Keywords
- Economic research
- Financial mathematics
- Nobel prize