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The Golden Age of the Mathematical Finance

This paper is devoted to show that the last quarter of the past century can be considered as the golden age of the Mathematical Finance. In this period the collaboration of great economists and the best generation of probabilists, most of them from the Strasbourg's School led by Paul André Meyer, gave rise to the foundations of this discipline. They established the two fundamentals theorems of arbitrage theory, close formulas for options, the main modelling a

preprint2021arXivOpen access
José Manuel Corcuera
q-fin.MF
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Open access1 author1 topic
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José Manuel Corcuera

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