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

• Κύριοι συγγραφείς: Bernhard, Pierre (Συγγραφέας), Engwerda, Jacob C. (Συγγραφέας), Roorda, Berend (Συγγραφέας), Schumacher, J.M (Συγγραφέας), Kolokoltsov, Vassili (Συγγραφέας), Saint-Pierre, Patrick (Συγγραφέας), Aubin, Jean-Pierre (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Birkhäuser, 2013.
• Σειρά: Static & Dynamic Game Theory: Foundations & Applications
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Game theory.; Economics, Mathematical.; Economic theory.; Game Theory, Economics, Social and Behav. Sciences.; Game Theory.; Quantitative Finance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Applications of Mathematics.

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...