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Advances in Mathematical Economics
Title:
Advances in Mathematical Economics
ISBN:
9784431684503
Personal Author:
Edition:
1st ed. 2004.
Publication Information New:
Tokyo : Springer Japan : Imprint: Springer, 2004.
Physical Description:
V, 186 p. online resource.
Series:
Advances in Mathematical Economics, 6
Contents:
On the fiber product of Young measures with application to a control problem with measures -- The compactness of Pr(K) -- Recursive methods in probability control -- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus -- Optimal solutions of the Monge problem -- Valuation of mortgage-backed securities based on unobservable prepayment costs -- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory -- Monetary equilibrium with buying and selling price spread without transactions costs -- Instructions for Authoers.
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Language:
English