TitleAdvances in Mathematical Economics [electronic resource] / edited by Shigeo Kusuoka, Toru Maruyama
ImprintTokyo : Springer Japan, 2004
Connect tohttp://dx.doi.org/10.1007/978-4-431-68450-3
Descript V, 186 p. online resource

CONTENT

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


SUBJECT

  1. Economics
  2. Mathematical
  3. Economic theory
  4. Economics
  5. Economic Theory/Quantitative Economics/Mathematical Methods
  6. Quantitative Finance