LIBROS DEL AUTOR: jacob c engwerda

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  • The Interval Market Model in Mathematical Finance
    Berend Roorda / Jacob C. Engwerda / Pierre Bernhard
    Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complemen...
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