Advances in Mathematical Economics
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8

(FIVE YEARS 0)

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5

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Published By Springer Japan

9784431684527, 9784431684503

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_4 ◽

2004 ◽

pp. 69-83 ◽

Author(s):

Shigeo Kusuoka

Keyword(s):

Lie Algebra ◽

Malliavin Calculus ◽

Diffusion Processes

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Valuation of mortgage-backed securities based on unobservable prepayment costs

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_6 ◽

2004 ◽

pp. 123-147 ◽

Author(s):

Hidetoshi Nakagawa ◽

Tomoaki Shouda

Keyword(s):

Mortgage Backed Securities

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Optimal solutions of the Monge problem

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_5 ◽

2004 ◽

pp. 85-122 ◽

Author(s):

Vladimir L. Levin

Keyword(s):

Optimal Solutions ◽

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The compactness of Pr(K)

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_2 ◽

2004 ◽

pp. 39-53 ◽

Author(s):

Dionysius Glycopantis ◽

Allan Muir

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Recursive methods in probability control

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_3 ◽

2004 ◽

pp. 55-68

Author(s):

Seiichi Iwamoto

Keyword(s):

Recursive Methods

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Monetary equilibrium with buying and selling price spread without transactions costs

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_8 ◽

2004 ◽

pp. 167-183

Author(s):

Akira Yamazaki

Keyword(s):

Selling Price ◽

Transactions Costs ◽

Monetary Equilibrium ◽

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Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_7 ◽

2004 ◽

pp. 149-165 ◽

Author(s):

Ken Urai ◽

Akihiko Yoshimachi

Keyword(s):

Fixed Point ◽

Fixed Point Theorems ◽

Equilibrium Theory ◽

Economic Equilibrium ◽

Vector Spaces ◽

Topological Vector Spaces

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On the fiber product of Young measures with application to a control problem with measures

Advances in Mathematical Economics ◽

10.1007/978-4-431-68450-3_1 ◽

2004 ◽

pp. 1-38 ◽

Author(s):

Charles Castaing ◽

Paul Raynaud de Fitte

Keyword(s):

Control Problem ◽

Young Measures ◽

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