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Interval Market Model in Mathematical Finance

- Game-Theoretic Methods

af Jean-Pierre Aubin, Pierre Bernhard, Jacob C. Engwerda, Berend Roorda, J.M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre

indgår i Static & Dynamic Game Theory: Foundations & Applications serien

Interval Market Model in Mathematical Finance af Jean-Pierre Aubin
Bag om Interval Market Model in Mathematical Finance

Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780817683870
  • Indbinding:
  • Hardback
  • Sideantal:
  • 348
  • Udgivet:
  • 14. december 2012
  • Udgave:
  • 2013
  • Størrelse:
  • 234x156x20 mm.
  • Vægt:
  • 6682 g.
  • 8-11 hverdage.
  • 9. december 2024

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Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research.

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