Advances in Mathematical Economics. Vol.5

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.

List of contents

Research Articles.- Duality and existence for a class of mass transportation problems and economic applications.- Functional evolution equations governed by m-accretive operators.- Nonlinear generalizations of theorems on inverse-positive matrices.- Implicit functions and diffeomorphisms without C1.- Optimization and Lagrange multipliers: non-C1constraints and "minimal" constraint qualification.- Monte Carlo method for pricing of Bermuda type derivatives.- Historical Perspective.- Mathematical economics in Vienna between the Wars.

Product details

• Authors: Shige Kusuoka, Shigeo Kusuoka, Toru Maruyama
• Assisted by: Kusuok (Editor), Kusuoka (Editor), Shigeo Kusuoka (Editor), Maruyam (Editor), Maruyama (Editor), Toru Maruyama (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 10.06.2003
• EAN: 9784431000037
• ISBN: 978-4-431-00003-7
• No. of pages: 200
• Weight: 444 g
• Illustrations: V, 200 p.
• Series: Advances in Mathematical Economics; Advances in Mathematical Economics
• Subjects: Social sciences, law, business > Business > Economics; C, Economic Theory, Mathematics and Statistics, Applications of Mathematics, Finance & accounting, Management science, Engineering mathematics, Applied mathematics, Economics, Mathematical, Quantitative Finance, Mathematics in Business, Economics and Finance, Quantitative Economics, Economic Theory/Quantitative Economics/Mathematical Methods