Stochastic methods in finance. Lectures given at the C.I.M.E.--E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6--12, 2003.
type: Item
instance of: scholarly article
title: Stochastic methods in finance. Lectures given at the C.I.M.E.--E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6--12, 2003.
zbMATH Open document ID: 1053.91002
published in: Lecture Notes in Mathematics
publication date: 2005-01-10T00:00:00Z
review text: The articles of this volume will be reviewed individually. Indexed articles: \textit{Back, Kerry}, Incomplete and asymmetric information in asset pricing theory, 1-25 [Zbl 1089.91016] \textit{Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek}, Modeling and valuation of credit risk, 27-126 [Zbl 1134.91023] \textit{Hipp, Christian}, Stochastic control with application in insurance, 127-164 [Zbl 1134.91024] \textit{Peng, Shige}, Nonlinear expectations, nonlinear evaluations and risk measures, 165-253 [Zbl 1127.91032] \textit{Schachermayer, Walter}, Utility maximisation in incomplete markets, 255-293 [Zbl 1123.91029]
Mathematics Subject Classification ID: 91-06
Mathematics Subject Classification ID: 60-06
Mathematics Subject Classification ID: 00B25
zbMATH DE Number: 2125807
MaRDI profile type: Publication
full work available at URL: b100122
OpenAlex ID: W2493805540
DOI: 10.1007/B100122
description: scientific article; zbMATH DE number 2125807