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The Shadow Price of Information in Continuous Time Decision Problems

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005824541

Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property

Back, Kerry - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005824742

On Neighboring Consumers

Back, Kerry - Center for Mathematical Studies in Economics and … - 1985

Persistent link: https://www.econbiz.de/10005766791

Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005588741

Continuity of the Fenchel Transform of Convex Functions

Back, Kerry - Center for Mathematical Studies in Economics and … - 1983

Persistent link: https://www.econbiz.de/10005252328

Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces

Back, Kerry - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005252367

Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003

Back, Kerry E. (contributor); Frittelli, Marco (ed.); … - 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...