Advanced Mathematical Methods for Finance
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Publication:3083147
DOI10.1007/978-3-642-18412-3zbMATH Open1211.91008OpenAlexW565584636MaRDI QIDQ3083147FDOQ3083147
Authors:
Publication date: 18 March 2011
Full work available at URL: http://hdl.handle.net/1854/LU-1245641
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)
Cited In (16)
- Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
- Title not available (Why is that?)
- Mean‐field games for multiagent systems with multiplicative noises
- Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
- Uniqueness of decompositions of Skorohod-semimartingales
- Intra‐Horizon expected shortfall and risk structure in models with jumps
- Stability of Traveling Waves for Systems of Reaction-Diffusion Equations with Multiplicative Noise
- Decision rule approximations for the risk averse reservoir management problem
- Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise
- A new characterization of comonotonicity and its application in behavioral finance
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
- Title not available (Why is that?)
- Markov risk mappings and risk-sensitive optimal prediction
- Applied Quantitative Finance
- Selfdecomposable fields
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