Advances in Mathematical Economics Volume 9
(Sprache: Englisch)
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....
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Klappentext zu „Advances in Mathematical Economics Volume 9 “
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 various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Inhaltsverzeichnis zu „Advances in Mathematical Economics Volume 9 “
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.
Bibliographische Angaben
- 2010, Softcover reprint of hardcover 1st ed. 2006, V, 130 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Herausgegeben: S. Kusuoka, A. Yamazaki
- Verlag: Springer, Berlin
- ISBN-10: 4431998179
- ISBN-13: 9784431998174
Sprache:
Englisch
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