Advanced Mathematical Methods for Finance

DOI10.1007/978-3-642-18412-3MaRDI QIDQ3083147zbMATH OpenOpenAlexFDO

Authors

Publication date 18 March 2011

Full work available at URL http://hdl.handle.net/1854/LU-1245641

Mathematics Subject Classification ID

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
• scientific article; zbMATH DE number 47182 (Why is no real title available?)
• 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
• Decision rule approximations for the risk averse reservoir management problem
• Mean-field games for multiagent systems with multiplicative noises
• 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
• scientific article; zbMATH DE number 5032359 (Why is no real title available?)
• Markov risk mappings and risk-sensitive optimal prediction
• Applied Quantitative Finance
• Stability of traveling waves for systems of reaction-diffusion equations with multiplicative noise
• Selfdecomposable fields

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