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151. The bearing of duality on microeconomics

152. Some variational convergence results for a class of evolution inclusions of second order using Young measures

153. Real indeterminacy of equilibria with real and nominal assets

154. A method in demand analysis connected with the Monge—Kantorovich problem

155. Law invariant convex risk measures

162. Compactness

165. Monetary equilibrium with buying and selling price spread without transactions costs

166. Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory

167. The compactness of Pr(K)

168. Valuation of mortgage-backed securities based on unobservable prepayment costs

169. Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus

170. Optimal solutions of the Monge problem

171. Recursive methods in probability control

172. Optimization and Lagrange multipliers: non-C 1 constraints and 'minimal' constraint qualifications

173. Monte Carlo method for pricing of Bermuda type derivatives

174. Mathematical economics in Vienna between the Wars

175. Nonlinear generalizations of theorems on inverse-positive matrices

176. Implicit functions and diffeomorphisms without C 1

177. Duality and existence for a class of mass transportation problems and economic applications

178. On law invariant coherent risk measures

179. Recursive method in stochastic optimization under compound criteria

180. The Monge—Kantorovich problems and stochastic preference relations

181. Abstract convexity and non-smooth analysis

182. Allocations of labour resources on trajectories for the model with discrete innovations

183. Efficiency of stochastic transfers in a directed graph

184. Job matching: a multi-principal, multi-agent model

185. Fixed point theorems and the existence of economic equilibria based on conditions for local directions of mappings

186. Term structure and SPDE

187. Turnpike theorems for positive multivalued stochastic operators

188. Heterogenous probabilities in complete asset markets

189. Chaotic solutions in infinite-time horizon linear programming and economic dynamics

190. A Remark on default risk models

191. Analysis of the asymptotic distance between oscillating functions and their weak limit in L 2

192. Determinacy of monetary equilibria in an economy with no real risk

193. Evaluation of yield spread for credit risk

194. Product differentiation and market power

195. Publisher’s Errata Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates

196. On the use in economic theory of some central results of mathematical analysis

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