Advanced financial modelling.

DOI10.1515/9783110213140zbMath1177.91006OpenAlexW2482943538MaRDI QIDQ1040546

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Publication date: 25 November 2009

Published in: Radon Series on Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/154eb612486b3b74d81138490d2a8f0ad6b544aa

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Stochastic models in economics (91B70) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Optimal stochastic control (93E20) Auctions, bargaining, bidding and selling, and other market models (91B26) Proceedings, conferences, collections, etc. pertaining to calculus of variations and optimal control (49-06) Actuarial science and mathematical finance (91Gxx)

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