Advances in Mathematical Economics [electronic resource] /

On the fiber product of Young measures with application to a control problem with measures -- The compactness of Pr(K) -- Recursive methods in probability control -- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus -- Optimal solutions of the Monge problem -- Valuation of mortgage-backed securities based on unobservable prepayment costs -- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory -- Monetary equilibrium with buying and selling price spread without transactions costs -- Instructions for Authoers.

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Bibliographic Details
Main Authors: Kusuoka, Shigeo. editor., Maruyama, Toru. editor., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: Tokyo : Springer Japan, 2004
Subjects:Economics, Mathematical., Economic theory., Economics., Economic Theory/Quantitative Economics/Mathematical Methods., Quantitative Finance.,
Online Access:http://dx.doi.org/10.1007/978-4-431-68450-3
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