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...
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) |
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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: | |
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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