Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions...
Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and...
Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the...
The definitive guide to the game-theoretic and probabilistic underpinning for Bitcoin’s security model. The book begins with an overview of...
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental...
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances)...