Financial markets theory. Equilibrium, efficiency and information
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Publication:5892419
DOI10.1007/978-1-4471-7322-9zbMath1390.91001MaRDI QIDQ5892419
Claudio Fontana, Emilio Basrucci
Publication date: 15 May 2017
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4471-7322-9
dynamic programming; stochastic models; utility functions; general equilibrium theory; martingale pricing; mathematical models of financial markets
91G70: Statistical methods; risk measures
91B50: General equilibrium theory
91G10: Portfolio theory
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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