Methods of Mathematical Finance
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Published By Springer New York

9781441928528, 9780387227054
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Constrained Consumption and Investment

1998 ◽  
pp. 260-321
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve

Contingent Claims in Incomplete Markets

1998 ◽  
pp. 199-259
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve
Keyword(s):  
Incomplete Markets ◽  
Contingent Claims

Single-Agent Consumption and Investment

1998 ◽  
pp. 88-158
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve
Keyword(s):  
Single Agent

Equilibrium in a Complete Market

1998 ◽  
pp. 159-198
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve
Keyword(s):  
Complete Market

A Brownian Model of Financial Markets

1998 ◽  
pp. 1-35
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve
Keyword(s):  
Financial Markets ◽  
Brownian Model
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