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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods (Static & Dynamic Game Theory: Foundations & Applications)
The Interval Market Model in Mathematical Finance GameTheoretic Methods - Static & Dynamic Game Theory: Foundations & Applications
Author: Pierre Bernhard, Jacob C. Engwerda, Berend Roorda, J.M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre, Jean-Pierre Aubin
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 theory), instead opting for models that allowe...  more »
ISBN-13: 9780817683870
ISBN-10: 0817683879
Publication Date: 12/31/2012
Pages: 359
Edition: 2013
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Publisher: Birkhäuser
Book Type: Hardcover
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