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Webtheory of continuous time arbitrage pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, Arbitrage Theory in Continuous Time is designed for graduate students in economics and mathematics, and combines the necessary mathematical background with a solid economic focus. andreas nygaard WebAug 6, 2009 · Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal … andreas nydal wells fargo