Geodesic
On some basic concepts and some basic stochastic models used in finance
Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 1, pp. 5-22

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This paper can be viewed as an introduction to the papers of this issue devoted to some theoretical-probabilistic problems in financial mathematics. In this paper, we describe key structures of finance theory (§ 1), present a brief historical bibliography (§ 2), and consider (§ 3) stochastic models of a stock exchange. In addition, the paper offers an insight into the problems of option pricing (§ 4).
Keywords: finance theory, financial mathematics, stock exchange models, bond and stock, warrants, futures contracts.
Mots-clés : options 
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     author = {A. N. Shiryaev},
     title = {On some basic concepts and some basic stochastic models used in finance},
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A. N. Shiryaev. On some basic concepts and some basic stochastic models used in finance. Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 1, pp. 5-22. http://geodesic.mathdoc.fr/item/TVP_1994_39_1_a0/