The Interval Market Model in Mathematical Finance
Year of publication: |
2013
|
---|---|
Authors: | Bernhard, Pierre ; Engwerda, Jacob C. ; Roorda, Berend ; Schumacher, J.M. ; Kolokoltsov, Vassili ; Saint-Pierre, Patrick ; Aubin, Jean-Pierre |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Hamilton-Jacobi-Belman equation | Isaacs equation | dynamic programming | financial mathematics | game theory | interval market model | option pricing | robust control |
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