Mathematics of finance

  • Thread starter yaron123
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Hi,

I'm not sure to which forum my question related.

Is there a connection between models used in mathematics of finance (such as Markov property or Brownian motion) and topics related to number theory (like Zeta functions for example)?

Thanks
 

Answers and Replies

  • #2
What I know is that there are connections between random matrix theory and the zeros of functions related to the Riemann zeta function....
 
  • #3
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thanks,
Do you what kind of connection? any example?
 
  • #4
Well, I recently attended a seminar talk about some sort of connection, the paper can be found at http://arxiv.org/abs/0902.1757" [Broken], there are probably references in it...
 
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