Financial markets theory. Equilibrium, efficiency and information
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Publication:5892419
DOI10.1007/978-1-4471-7322-9zbMath1390.91001OpenAlexW3143610656MaRDI QIDQ5892419
Claudio Fontana, Emilio Basrucci
Publication date: 15 May 2017
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4471-7322-9
dynamic programmingstochastic modelsutility functionsgeneral equilibrium theorymartingale pricingmathematical models of financial markets
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