Ebook: Advances in Mathematical Economics
- Tags: Economic Theory, Quantitative Finance
- Series: Advances in Mathematical Economics 5
- Year: 2003
- Publisher: Springer Tokyo
- Edition: 1
- Language: English
- pdf
Research Articles: G. Carlier, Duality and existence for a class of mass transportation problems and economic applications; Charles Castaing and Ahmed Gamal Ibrahim: Functional evolution equations governed by m-accretive operators; Leonid Hurwcz and Marcel K. Richter, Implicit functions and diffeomorphisms without C; Leonid Hurwicz and Marcel K. Richter, Optimization and Lagrange multipliers: Non-C1 Constraints and minimal constraint qualifications; Takao Fujimoto, Jose A. Silva and Antonio Villar, Nonlinear generalizations of theorems on inverse-positive matrices; Shigeo Kusuoka, Monte Carlo method for pricing of Bermuda type derivatives.- Historical Perspectives: Isao Mutoh, Mathematical economics in Vienna between the wars.- Subject index.
Content:
Front Matter....Pages i-v
Duality and existence for a class of mass transportation problems and economic applications....Pages 1-21
Functional evolution equations governed by m-accretive operators....Pages 23-54
Nonlinear generalizations of theorems on inverse-positive matrices....Pages 55-63
Implicit functions and diffeomorphisms without C 1 ....Pages 65-96
Optimization and Lagrange multipliers: non-C 1 constraints and “minimal” constraint qualifications....Pages 97-151
Monte Carlo method for pricing of Bermuda type derivatives....Pages 153-166
Mathematical economics in Vienna between the Wars....Pages 167-195
Back Matter....Pages 197-200
Content:
Front Matter....Pages i-v
Duality and existence for a class of mass transportation problems and economic applications....Pages 1-21
Functional evolution equations governed by m-accretive operators....Pages 23-54
Nonlinear generalizations of theorems on inverse-positive matrices....Pages 55-63
Implicit functions and diffeomorphisms without C 1 ....Pages 65-96
Optimization and Lagrange multipliers: non-C 1 constraints and “minimal” constraint qualifications....Pages 97-151
Monte Carlo method for pricing of Bermuda type derivatives....Pages 153-166
Mathematical economics in Vienna between the Wars....Pages 167-195
Back Matter....Pages 197-200
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