A game theory analysis of options : contributions to the theory of financial intermediation in continuous time /
This book presents a method that combines game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The basic intuition of the method is to separate the problem of the valuation of payoffs from the analysis of strategic interac...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[1999]
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| Series: | Lecture notes in economics and mathematical systems ;
468. |
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| Online Access: | Connect to the full text of this electronic book |
Internet
Connect to the full text of this electronic bookAvailable Online
| Call Number: |
HG6024.A3 Z54 1999 |
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| Call Number | Status | Get It |
| HG6024.A3 Z54 1999 | Available | |