Advances in Mathematical Economics
Título:
Advances in Mathematical Economics
ISBN:
9784431684503
Autor Pessoal:
Edição:
1st ed. 2004.
PRODUCTION_INFO:
Tokyo : Springer Japan : Imprint: Springer, 2004.
Descrição Física:
V, 186 p. online resource.
Série:
Advances in Mathematical Economics, 6
Conteúdo:
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.
Autor Adicionado:
Autor Corporativo Adicionado:
LANGUAGE:
Inglês