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.

Na minha lista:
Detalhes bibliográficos
Principais autores: Kusuoka, Shigeo. editor., Maruyama, Toru. editor., SpringerLink (Online service)
Formato: Texto biblioteca
Idioma:eng
Publicado em: Tokyo : Springer Japan, 2004
Assuntos:Economics, Mathematical., Economic theory., Economics., Economic Theory/Quantitative Economics/Mathematical Methods., Quantitative Finance.,
Acesso em linha:http://dx.doi.org/10.1007/978-4-431-68450-3
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!