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Found 37 Documents (Results 1–37)

On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures. (English) Zbl 1188.91085

Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 1-28 (2009).
MSC:  91B30
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Stochastic methods in finance. Lectures given at the C.I.M.E.–E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6–12, 2003. (English) Zbl 1053.91002

Lecture Notes in Mathematics 1856. Berlin: Springer (ISBN 3-540-22953-1/pbk). xiii, 306 p. (2004).
MSC:  91-06 60-06 00B25
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Arbitrage and free lunch in a general financial market model; the fundamental theorem of asset pricing. (English) Zbl 0841.90017

Davis, Mark H. A. (ed.) et al., Mathematical finance. Based on the proceedings of a workshop, held at IMA, University of Minnesota, Minneapolis, MN, USA 1992/93. New York, NY: Springer-Verlag. IMA Vol. Math. Appl. 65, 89-92 (1995).
MSC:  91B28 91B62
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