Advances in Mathematical Economics

• Corporate Author: SpringerLink (Online service)
• Other Authors: Kusuoka, Shigeo (Editor), Yamazaki, Akira (Editor)
• Format: Electronic eBook
• Language: English
• Published: Tokyo : Springer Japan, 2006.
• Series: Advances in Mathematical Economics ; 9
• Subjects: 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...

Table of Contents:

• 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.