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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, Game theory, economics, social and behavioral sciences -- Mathematical economics, Price theory and market structure
91-02, Game theory, economics, social and behavioral sciences, Research exposition (monographs, survey articles)
91B26, Game theory, economics, social and behavioral sciences -- Mathematical economics, Market models (auctions, bargaining, bidding, selling, etc.)
91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
En-ligne : Springerlink
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91 KAR (Browse shelf) Available 11992-01

Bibliogr. p. 371-402. Index

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