Introduction to the special issue: Stochastic financial economics, Volume 2

DOI10.1007/s11579-012-0069-2zbMath1275.91118OpenAlexW1979490412MaRDI QIDQ1938968

Klaus Reiner Schenk-Hoppé, Sjur Didrik Flåm

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-012-0069-2

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites Work

• Dual representation of superhedging costs in illiquid markets
• Exchanges and measures of risks
• Efficiency and equilibria in games of optimal derivative design
• Stochastic finance. An introduction in discrete time

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