Introduction to the special issue: Stochastic financial economics, Volume 2
type: Item
instance of: scholarly article
title: Introduction to the special issue: Stochastic financial economics, Volume 2
zbMATH Open document ID: 1275.91118
author: Klaus R. Schenk-Hoppé
author: Sjur Didrik Flåm
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 6139056
MaRDI profile type: Publication
full work available at URL: s11579-012-0069-2
OpenAlex ID: W1979490412
cites work: Exchanges and measures of risks
cites work: Stochastic finance. An introduction in discrete time
cites work: Efficiency and equilibria in games of optimal derivative design
cites work: Dual representation of superhedging costs in illiquid markets
DOI: 10.1007/S11579-012-0069-2
description: scientific article; zbMATH DE number 6139056