First steps towards an equilibrium theory for Lévy financial markets (Q470675): Difference between revisions

@@ Property / author @@
-Frederik S. Herzberg
@@ Property / author: Frederik S. Herzberg / rank @@
-Normal rank
@@ Property / author @@
+Frederik S. Herzberg
@@ Property / author: Frederik S. Herzberg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B50
@@ Property / Mathematics Subject Classification ID: 91B50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E35
@@ Property / Mathematics Subject Classification ID: 26E35 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6368981
@@ Property / zbMATH DE Number: 6368981 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial equilibrium
@@ Property / zbMATH Keywords: financial equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+continuous-time financial markets
@@ Property / zbMATH Keywords: continuous-time financial markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+derivative pricing
@@ Property / zbMATH Keywords: derivative pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstandard analysis
@@ Property / zbMATH Keywords: nonstandard analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+representative-agent models
@@ Property / zbMATH Keywords: representative-agent models / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10436-012-0202-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2008493756
@@ Property / OpenAlex ID: W2008493756 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57542978
@@ Property / Wikidata QID: Q57542978 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:470675