| 书目名称 | The Interval Market Model in Mathematical Finance |
| 副标题 | Game-Theoretic Metho |
| 编辑 | Pierre Bernhard,Jacob C. Engwerda,Jean-Pierre Aubi |
| 视频video | |
| 概述 | First book on the market to highlight the interval market model in mathematical finance.Combines several related paths of research into a single source, while providing numerous unpublished results.Pr |
| 丛书名称 | Static & Dynamic Game Theory: Foundations & Applications |
| 图书封面 |  |
| 描述 | .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 allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods..A self-contained monograph, .The Interval Market Model in Mathematical Finance: Game-Theoretic Methods. assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including:.· pro |
| 出版日期 | Book 2013 |
| 关键词 | Hamilton-Jacobi-Belman equation; Isaacs equation; dynamic programming; financial mathematics; game theor |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-8176-8388-7 |
| isbn_softcover | 978-1-4899-8580-4 |
| isbn_ebook | 978-0-8176-8388-7Series ISSN 2363-8516 Series E-ISSN 2363-8524 |
| issn_series | 2363-8516 |
| copyright | Springer Science+Business Media New York 2013 |
发表于 2025-3-21 18:02:21
