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Titolo:
APPLIED-MATHEMATICS AND FINANCE
Autore:
HOWISON SD;
Indirizzi:
MATH INST,24-29 ST GILES OXFORD OX1 3LB ENGLAND
Titolo Testata:
Philosophical transactions-Royal Society of London. Physical sciences and engineering
fascicolo: 1684, volume: 347, anno: 1994,
pagine: 465 - 470
SICI:
0962-8428(1994)347:1684<465:AAF>2.0.ZU;2-P
Fonte:
ISI
Lingua:
ENG
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Science Citation Index Expanded
Citazioni:
15
Recensione:
Indirizzi per estratti:
Citazione:
S.D. Howison, "APPLIED-MATHEMATICS AND FINANCE", Philosophical transactions-Royal Society of London. Physical sciences and engineering, 347(1684), 1994, pp. 465-470

Abstract

My aim is to make some comments of a quite general nature about the relation between applied mathematics and finance, theoretical and practical. I shall begin with a brief description of a case in which 'technology transfer' from a quite different area of mathematics, the Stefanproblem, was helpful with a financial problem, namely the Black-Scholes approach to an American option. I then discuss some more general issues about the role of this kind of mathematics in finance and suggestsome possible avenues for future progress.

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 05/12/20 alle ore 02:02:48