Advanced Mathematical Methods for Finance

DOI10.1007/978-3-642-18412-3zbMath1211.91008OpenAlexW565584636MaRDI QIDQ3083147

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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)

Related Items (12)

Intra‐Horizon expected shortfall and risk structure in models with jumps ⋮ Markov risk mappings and risk-sensitive optimal prediction ⋮ Backward stochastic differential equations approach to hedging, option pricing, and insurance problems ⋮ Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise ⋮ UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES ⋮ A new characterization of comonotonicity and its application in behavioral finance ⋮ AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY ⋮ Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations ⋮ Selfdecomposable fields ⋮ Decision rule approximations for the risk averse reservoir management problem ⋮ Stability of Traveling Waves for Systems of Reaction-Diffusion Equations with Multiplicative Noise ⋮ Mean‐field games for multiagent systems with multiplicative noises

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