An elementary introduction to mathematical finance

By S. Ross. 2002

116 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/b9429568fbf11041ee277bcacf3be91b817848ba

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Gautam Mitra
2. Diana Roman
3. Victor Zverovich
4. Csaba I. Fábián

Citations in the corpus

• An enhanced model for portfolio choice with SSD criteria: a constructive approach (2011, methodology): “We generated scenario sets using geometric Brownian motion (GBM), which is standard in finance for modeling asset prices (see, for example, Ross 2002).”