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

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 <U+001c>Samuelson market model (also known as the Black-Scholes model because it is used in tha...

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Bibliographic Details
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
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhũser, 2013.
Series:Static & Dynamic Game Theory: Foundations & Applications
Subjects:
Mathematics.
Finance.
Economics.
Economics, Mathematical.
Game Theory, Economics, Social and Behav. Sciences.
Game Theory/Mathematical Methods.
Quantitative Finance.
Economic Theory.
Applications of Mathematics.
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-8176-8388-7

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https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-8176-8388-7

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