Lecture Notes in Mathematics - Financial Mathematics
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783540626428, 9783540683568

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Risk sharing, adverse selection and market structure

Lecture Notes in Mathematics - Financial Mathematics ◽

10.1007/bfb0091998 ◽

1997 ◽

pp. 1-51 ◽

Cited By ~ 4

Author(s):

Bruno Biais ◽

Jean Charles Rochet

Keyword(s):

Market Structure ◽

Adverse Selection ◽

Risk Sharing

Download Full-text

Interest rate theory

Lecture Notes in Mathematics - Financial Mathematics ◽

10.1007/bfb0091999 ◽

1997 ◽

pp. 53-122 ◽

Cited By ~ 15

Author(s):

Tomas Björk

Keyword(s):

Interest Rate ◽

Rate Theory

Download Full-text

Non-linear pricing theory and backward stochastic differential equations

Lecture Notes in Mathematics - Financial Mathematics ◽

10.1007/bfb0092001 ◽

1997 ◽

pp. 191-246 ◽

Cited By ~ 39

Author(s):

N. El Karoui ◽

M.C. Quenez

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Non Linear ◽

Pricing Theory

Download Full-text

Optimal trading under constraints

Lecture Notes in Mathematics - Financial Mathematics ◽

10.1007/bfb0092000 ◽

1997 ◽

pp. 123-190 ◽

Cited By ~ 13

Author(s):

Jakša Cvitanić

Keyword(s):

Optimal Trading

Download Full-text

Market imperfections, equilibrium and arbitrage

Lecture Notes in Mathematics - Financial Mathematics ◽

10.1007/bfb0092002 ◽

1997 ◽

pp. 247-307 ◽

Cited By ~ 9

Author(s):

Elyès Jouini

Keyword(s):

Market Imperfections

Download Full-text

Lecture Notes in Mathematics - Financial MathematicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Risk sharing, adverse selection and market structure

Interest rate theory

Non-linear pricing theory and backward stochastic differential equations

Optimal trading under constraints

Market imperfections, equilibrium and arbitrage

Lecture Notes in Mathematics - Financial Mathematics
Latest Publications