Paris-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar /

The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and nu...

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Bibliographic Details
Main Authors: Benth, Fred Espen. (Author), Crisan, Dan. (Author), Guasoni, Paolo. (Author), Manolarakis, Konstantinos. (Author), Muhle-Karbe, Johannes. (Author), Nee, Colm. (Author), Protter, Philip. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
Series:Lecture Notes in Mathematics, 2081
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00413-6