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Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve

Auteur principal : Karatzas, Ioannis, 1952-, AuteurCo-auteur : Shreve, Steven Eugene, AuteurType de document : MonographieCollection : Applications of mathematics, 39Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer, 1998Description : vol. (xv-407 p.) ; 24 cmISBN : 0387948392.ISSN : 0172-4568.Bibliographie : Bibliogr. p. 371-402. Index.Sujet MSC : 91B24, Mathematical economics, Microeconomic theory (price theory and economic markets)
91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B26, Mathematical economics, Auctions, bargaining, bidding and selling, and other market models
91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
En-ligne : Springerlink
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Bibliogr. p. 371-402. Index

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