A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time /

This book shows how to combine 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 interactions. Wher...

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Bibliographic Details

Main Author:	Ziegler, Alexandre
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Edition:	Second edition.
Series:	Springer finance.
Subjects:	Economics. Finance. Economics, Mathematical. Electronic books.
Online Access:	Connect to the full text of this electronic book