In many areas of finance and stochastics, significant advances have
been made since this field of research was opened by Black, Scholes
and Merton in 1973. Advances in Finance and Stochastics contains a
collection of original articles by a number of highly distinguished
authors on research topics that are currently in the focus of
interest of both academics and practitioners. The topics span risk
management, portfolio theory and multi-asset derivatives, market
imperfections, interest-rate modelling and exotic options.
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