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 “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous...

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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 eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2013.
Series:Static & Dynamic Game Theory: Foundations & Applications
Subjects:
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ΒΚΠ - Πατρα: ALFd

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