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

doi:10.1007/978-0-8176-8388-7

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

Faculty of Behavioural, Management and Social Sciences

Research output: Book/Report › Book editing › Academic

18 Citations (Scopus)

18 Downloads (Pure)

Original language	English
Place of Publication	New York
Publisher	Springer
ISBN (Print)	978-0-8176-8387-0
DOIs	https://doi.org/10.1007/978-0-8176-8388-7
Publication status	Published - 2013

Publication series

Name	Static & Dynamic Game Theory: Foundations & Applications
Publisher	Springer

Keywords

IR-87125
METIS-297450

Access to Document

10.1007/978-0-8176-8388-7

Cite this

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title = "The Interval Market Model in Mathematical Finance",

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author = "Pierre Bernhard and Engwerda, \{Jacob C.\} and Berend Roorda and J.M. Schumacher and Vassili Kolokoltsov and Patrick Saint-Pierre and Jean-Pierre Aubin",

year = "2013",

doi = "10.1007/978-0-8176-8388-7",

language = "English",

isbn = "978-0-8176-8387-0",

series = "Static \& Dynamic Game Theory: Foundations \& Applications",

publisher = "Springer",

address = "Germany",

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AU - Bernhard, Pierre

AU - Engwerda, Jacob C.

AU - Roorda, Berend

AU - Schumacher, J.M.

AU - Kolokoltsov, Vassili

AU - Saint-Pierre, Patrick

AU - Aubin, Jean-Pierre

PY - 2013

Y1 - 2013

KW - IR-87125

KW - METIS-297450

U2 - 10.1007/978-0-8176-8388-7

DO - 10.1007/978-0-8176-8388-7

M3 - Book editing

SN - 978-0-8176-8387-0

T3 - Static & Dynamic Game Theory: Foundations & Applications

BT - The Interval Market Model in Mathematical Finance

PB - Springer

CY - New York

ER -