The Interval Market Model in Mathematical Finance Game-Theoretic Methods /

The Interval Market Model in Mathematical Finance Game-Theoretic Methods /

Show other versions (2)

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous...

Full description

Bibliographic Details
Main Authors: Bernhard, Pierre (Author, http://id.loc.gov/vocabulary/relators/aut), Aubin, Jean-Pierre (http://id.loc.gov/vocabulary/relators/aut), Engwerda, Jacob C (http://id.loc.gov/vocabulary/relators/aut), Kolokoltsov, Vassili (http://id.loc.gov/vocabulary/relators/aut), Roorda, Berend (http://id.loc.gov/vocabulary/relators/aut), Saint-Pierre, Patrick (http://id.loc.gov/vocabulary/relators/aut), Schumacher, J.M (http://id.loc.gov/vocabulary/relators/aut)
Format: Electronic Book
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2013
Edition:1st ed. 2013
Series:Static & Dynamic Game Theory: Foundations & Applications,
Subjects:
Applied mathematics
Economic theory
Economics, Mathematical 
Engineering mathematics
Game theory
Game Theory, Economics, Social and Behav. Sciences
Applications of Mathematics
Economic Theory/Quantitative Economics/Mathematical Methods
Game Theory
Quantitative Finance

Internet

This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.

Similar Items