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TitleAdvances in Mathematical Economics [electronic resource] / edited by Shigeo Kusuoka, Toru Maruyama
ImprintTokyo : Springer Japan, 2004
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Descript V, 186 p. online resource


On the fiber product of Young measures with application to a control problem with measures -- The compactness of Pr(K) -- Recursive methods in probability control -- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus -- Optimal solutions of the Monge problem -- Valuation of mortgage-backed securities based on unobservable prepayment costs -- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory -- Monetary equilibrium with buying and selling price spread without transactions costs -- Instructions for Authoers

Economics Mathematical Economic theory Economics Economic Theory/Quantitative Economics/Mathematical Methods Quantitative Finance


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