The Interval Market Model in Mathematical Finance

Pierre Bernhard, Jacob C. Engwerda, Berend Roorda, J.M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre, Jean-Pierre Aubin

Research output: Book/ReportBook editingAcademic

6 Citations (Scopus)
Original languageEnglish
Place of PublicationNew York
PublisherSpringer
ISBN (Print)978-0-8176-8387-0
DOIs
Publication statusPublished - 2013

Publication series

NameStatic & Dynamic Game Theory: Foundations & Applications
PublisherSpringer

Keywords

  • IR-87125
  • METIS-297450

Cite this

Bernhard, P., Engwerda, J. C., Roorda, B., Schumacher, J. M., Kolokoltsov, V., Saint-Pierre, P., & Aubin, J-P. (2013). The Interval Market Model in Mathematical Finance. (Static & Dynamic Game Theory: Foundations & Applications). New York: Springer. https://doi.org/10.1007/978-0-8176-8388-7