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    1. A ℂ0,1-functional Itô’s formula and its applications in mathematical finance

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3LSsQwFA2DK134Bt9k4dLaJk0fgWFgHC0quPCFuip5YkUHcTp7EX_C__AP_JP5EpP0wcxWoZuWm9LmJvee5J57A8A-JiFPOVVeJCLpEaEijwkzH7WWXCaSsCSyicJ36fkDvrxKs0EHDJpcGEurrG1_ZdOdta6f-HVv-q9F4V_boB4xAB9jlwJpl0AGTdiRnR0ftdYYYZd7ZYU9K91ENh3Hy0xas0TE2JXttEm0rUOacjLZEhg2n-cY1ocVw6Taa5ihXjc1HP_5J8tgsYajsF_JrYCOGq6ChYu2lutoDdz34eTzIzhAnvWB1dYhPCt_vifvXyNoMe_4mUE2lLAoR3A6IA6LIew-9l7at5mG2lX4UF3_sbcObrOTm8GpV5_H4CkUJqVN0KKpRqkKsIy4AYYMqdgALqal1iHVmnGKk1gZ0C4YTTSRYRLyQHOqzaqKp-EGgDGVOJLGynLBSYxZKngsEOUx4kJLIjcBaVSQz_Rebkx83lDSnnKjudxqLg_MhYKtvzXbBvP2rqJ-7YC58m2sdqtjIfbcMPoFS7fVHA

      by Loeper, Grégoire; Tan, Xiaolu and Bouchard, Bruno

      Stochastic Processes And Their Applications, Volume 148, pp. 299 - 323

      Journal Article : Full Text Online

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    2. A C^{0,1}-functional Itô's formula and its applications in mathematical finance

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjV3NSgMxEA6tJz2If-A_QQQvBptsku5CKdTVpYoeFKV6sWSSXbZQi9itF_GtfANfzMnutnj0EkJIcpgwk_kyM18IORYygBCilCmrHJM2VcxY1Mcsc-DaTpq28oXCg_D6Wdzdh0ncIHReC5Ojx1nbft9nnrlSBRKNbDPUPmWPP8ULS8tFWVflo3tMoqs_j1qW-VuokAj_hCgpOX2BbDMv30pFfXcka2S1dvporzqlddJIJxtk5XbBmDrdJIMejV8-W6f8i_mrpnqho1fFz_fJlHrHcjY2FFE_HRVT-jfqTEcT2sm7r4vNcFlW0miknbO8u0Uek8uHuM_qTw9YjsioYKnizlmdgYKW0Yh-oCWtMBCawEYQppkOnNQGp0jQRlkLTjmLmiWBtwMEH9uE6sgJ5dCUgQWphQktaMsj0Bxs5qTbIUcoi-FbxWcx9AzT_d7N0I_N5f3Bd_8zaY8sexlXuVP7ZKl4n6UH1b8Kh-VZYZtcnP8CgniSRA

      by Loeper, Grégoire; Tan, Xiaolu and Bouchard, Bruno

      Stochastic Processes And Their Applications, Volume 148, pp. 299 - 323

      Journal Article : Full Text Online

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    3. In memoriam: Mark H. A. Davis and his contributions to mathematical finance

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV1bS8MwFD5MB6IPXqbgdI6APgmta9pkrYzBGJZNHOJwiE8ll8btYVPc_P8m6WXuRdCn9qE9bZOcky_pd74DcIUDn4c8Sh0iiHQCkRKHCe2PSkku2zJgbWIShV_C-1f8NA7jfgU6RS5Mpg9RbrgZz7Dx2jg448sfTj5naubquOuHW1DVqJ7o8V0djePJwzovMrAFxgxKdzyK27k8qWHyrO_enJDWKLPEqn4-2cQH8Fa8pmVauxnTJNtz2KBgF1qO__2iQ9jP8SjqZQPoCCrpogY7BR2-BnujUtd1eQzj4QLNDTd3xua3yOT5oIGLei6yYgWILSSa6qPlv-eFtJZo9Y460-68tKMfp6zOR9q5mXZPYBLfPfcHTl6VwREaSuglJxe6c5XnKZ8KHqiWCkIiPSx9JXGLpNSjkdChwqOCpcyPmIwEZ5HQUMJXTGD_FBCNJCZSx1quLVDMQsGp8CJOtXElA1mHy6JPko9MdSMpViumlRLbSnVoFN2V5J63TDAxf0INe7UO17a1f7GQjHrx0J6d_eXic9jFhtpiOX0N2F59fqUXWTWJpgbkj4NmPhK_AWZ64lE

      by Zariphopoulou, Thaleia and Obłój, Jan

      Mathematical Finance, Volume 31, Issue 4, pp. 1099 - 1110

      Journal Article : Full Text Online

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    1. Mathematical finance.

      https://find.library.duke.edu/catalog/DUKE99119282984208501

      Journal, Magazine, or Periodical : View Online

    2. Mathematical Finance

      https://find.library.duke.edu/catalog/DUKE99119393600608501

      by Ernst Eberlein, Jan Kallsen.

      Book : View Online

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    3. Mathematical finance

      https://find.library.duke.edu/catalog/DUKE001808477

      Mark H.A. Davis ... [et al.], editors.

      Book

      Check Holdings for this item's availability Perkins & Bostock Library, HG4515.3 .M38 1995 

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    2. Book Review: The Black Swan

      https://sites.fuqua.duke.edu/fordlibrary/2008/02/26/book-review-the-black-swan/

      With Black Swan, it looks like the author (Lebanon-born, Wharton MBA, doctorate in mathematical finance, Wall Street hedge (...)

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    1. Jump processes in finance : modeling, simulation, inference and pricing

      https://find.library.duke.edu/catalog/DUKE003875840

      by Viktor Todorov.

      Archival and manuscript material

      Check Holdings for this item's availability Library Service Center, University Archives

    2. Covariance matrices and skewness : modeling and applications in finance

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      by Merrill Windous Liechty.

      Archival and manuscript material, Book

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    3. Finance implications of a patent race in a real options setting

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      by Rujing Meng.

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