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The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and...
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-claims analysis, stochastic game theory, as well as novel numerical methods. The text re-initiates a discussion about the contribution … contingent-claims analysis, stochastic game theory, as well as novel numerical methods. Bridging a widening gap between recent … advances in the theory of financial analysis and current challenges faced by pharmaceutical companies, the text re-initiates a …
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Optimization Theory and Algorithms -- On the Asymptotic Behavior of a System of Steepest Descent Equations Coupled by a … Methods for Optimal Control with Binary Control Functions Applied to a Lotka-Volterra Type Fishing Problem -- Game Theory …
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system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is … control theory recursive (Bellman) equations. …
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Martingales and optimal stopping -- Derivatives in general and binomial markets -- Fundamental theorems of asset pricing -- Superhedging -- Hedging with risk -- Martingales in continuous time and optimal stopping -- Introduction to stochastic analysis -- Derivatives in the Black-Scholes market...
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