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.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Economic research
- Financial mathematics
- Nobel prize