Advances in Mathematical Economics

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Kusuoka, Shigeo (Επιμελητής έκδοσης), Yamazaki, Akira (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Tokyo : Springer Japan, 2006.
• Σειρά: Advances in Mathematical Economics ; 9
• Θέματα: Economic theory.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.

A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by v...

Πίνακας περιεχομένων:

• Research Articles
• Option on a unit-type closed-end investment fund
• The distribution of continuous time rank processes
• Asymptotic expansion for a filtering problem and a short term rate model
• Law invariant risk measures have the Fatou property
• The dawn of modern theory of games
• Approximation of excess demand on the boundary and euilibrium price set
• The minimal risk of hedging with a convex risk measure
• The distribution of firm size.