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

• Main Authors: Bernhard, Pierre (Author), Engwerda, Jacob C. (Author), Roorda, Berend (Author), Schumacher, J.M (Author), Kolokoltsov, Vassili (Author), Saint-Pierre, Patrick (Author), Aubin, Jean-Pierre (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2013.
• Series: Static & Dynamic Game Theory: Foundations & Applications
• Subjects: 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...