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...
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) |
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| Format: | eBook
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| Language: | English |
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| Published: |
New York, NY :
Springer New York : Imprint: Birkhäuser,
2013.
|
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| Edition: | 1st ed. 2013. |
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| Series: | Static & Dynamic Game Theory: Foundations & Applications,
Springer eBook Collection.
|
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| Subjects: | |
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| Online Access: | Click to view e-book
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| Holy Cross Note: | Loaded electronically.
Electronic access restricted to members of the Holy Cross Community. |
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