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solving stochastic differential equations and analysing martingale processes no longer enough ?

avinash

Joined
7/27/09
Messages
3
Points
11
A mathematican recently said that Mathematical finance has been concentrating on Stochastic differential equations and martingale processes for for quite a while but this is not viable anymore. Do you folks agree or not with this ?
 
alain said:
Did he/she propose something else?
Click to expand...

I'm not sure actually..I just stumbled upon this somewhere..don't remember the original source..but as an aspiring quant i thought this could start up an interesting discussion between some of the more experienced quants on this forum.
 
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