Advances in mathematical economics. Vol. 9 [electronic resource] / S. Kusuoka, A. Yamazaki (eds.)
Material type:
TextPublication details: Tokyo : Springer, 2006Description: 128 p. : 24 cm. illISBN: - 4431343415
- Mathematical economics
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RTC Library Main opac | Main TEST | 330.015 KUS | Available | 30011338 |
Includes bibliographical references and index
CONTENTS: Option on a unit-type closed-end investment fund -- The distribution of continuous time rank processes -- Asymptotic expansion for a filtering problem and a short term rate model -- Law invariant risk measures have the Fatou property -- The dawn of modern theory of games -- Approximation of excess demand on the boundary and equilibrium price set -- The minimal risk of hedging with a convex risk measure -- The distribution of firm size -- Subject index -- Instructions for authors.
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