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Publication:2902537
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zbMath1246.91003MaRDI QIDQ2902537

Anamaria Bodea

Publication date: 21 August 2012

Full work available at URL: http://www.ub.uni-heidelberg.de/archiv/13528

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)


Related Items (1)

Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations







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