Preface. Special issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006--2017, Part 1

DOI10.1142/S0219024918020028zbMATH Open1390.00133OpenAlexW4243028131MaRDI QIDQ4565069FDOQ4565069

Authors:

Publication date: 7 June 2018

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024918020028

Recommendations

• Preface: Special issue on the IMPA research in options meetings, Rio de Janeiro 2006--2017, Part 2
• Preface: Special issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006--2017, Part 3
• Editorial: Special issue on financial mathematics and quantitative finance
• Editorial: Stochastic and computational methods in finance
• Editorial: Optimization in finance -- OPTFIN 2012 workshop

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

Cited In (2)

• Preface: Special issue on the IMPA research in options meetings, Rio de Janeiro 2006--2017, Part 2
• Preface: Special issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006--2017, Part 3

This page was built for publication: Preface. Special issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006--2017, Part 1

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565069)