000844486 000__ 04471cam\a2200529Ii\4500 000844486 001__ 844486 000844486 005__ 20230306144844.0 000844486 006__ m\\\\\o\\d\\\\\\\\ 000844486 007__ cr\cn\nnnunnun 000844486 008__ 180802s2018\\\\si\\\\\\o\\\\\001\0\eng\d 000844486 019__ $$a1047633443$$a1048105652$$a1048389418$$a1048419999 000844486 020__ $$a9789811306051$$q(electronic book) 000844486 020__ $$a9811306052$$q(electronic book) 000844486 020__ $$z9789811306044 000844486 020__ $$z9811306044 000844486 035__ $$aSP(OCoLC)on1046990337 000844486 035__ $$aSP(OCoLC)1046990337$$z(OCoLC)1047633443$$z(OCoLC)1048105652$$z(OCoLC)1048389418$$z(OCoLC)1048419999 000844486 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dYDX$$dGW5XE$$dEBLCP 000844486 049__ $$aISEA 000844486 050_4 $$aHB135 000844486 08204 $$a330.01/51$$223 000844486 24500 $$aAdvances in mathematical economics.$$nVolume 22 /$$cShigeo Kusuoka, Toru Maruyama, editors. 000844486 264_1 $$aSingapore :$$bSpringer,$$c2018. 000844486 300__ $$a1 online resource. 000844486 336__ $$atext$$btxt$$2rdacontent 000844486 337__ $$acomputer$$bc$$2rdamedia 000844486 338__ $$aonline resource$$bcr$$2rdacarrier 000844486 4901_ $$aAdvances in mathematical economics,$$x1866-2226 ;$$v22 000844486 500__ $$aIncludes index. 000844486 5050_ $$aIntro; Contents; Numerical Analysis on Quadratic Hedging Strategies for Normal Inverse Gaussian Models; 1 Introduction; 2 Model Description; 3 Main Results; 3.1 Standing Assumption; 3.2 The Minimal Martingale Measure; 3.3 Local Risk Minimization; 3.4 Integration Interval; 3.5 Mean-Variance Hedging; 4 Numerical Results; Appendix; Proof of Proposition 3.1; Proof of Lemma A.1; Proof of Proposition 3.2; Proof of Proposition 3.3; Proof of Proposition 3.5; References; Second-Order Evolution Problems with Time-Dependent Maximal Monotone Operator and Applications; 1 Introduction 000844486 5058_ $$a2 Notation and Preliminaries3 Second-Order Evolution Problems Involving Time-Dependent Maximal Monotone Operators; 4 Evolution Problems with Lipschitz Variation Maximal Monotone Operator and Application to Viscosity and Control; References; Plausible Equilibria and Backward Payoff-Keeping Behavior; 1 Introduction; 2 Main Result; 2.1 The Backward Payoff-Keeping Behavior; 2.2 The Plausible Equilibria; 3 Applications; 3.1 The Coordination Game; 3.2 The Battle of Sexes; 3.3 Cournot Oligopoly; 4 Conclusion; References; A Unified Approach to Convergence Theorems of Nonlinear Integrals 000844486 5058_ $$a1 Introduction2 Preliminaries; 3 Nonlinear Integrals; 4 Nonlinear Integral Functionals; 5 Some Convergence Theorems of Nonlinear Integrals; 6 Concluding Remarks; References; A Two-Sector Growth Model with Credit Market Imperfections and Production Externalities; 1 Introduction; 2 Model; 2.1 Agents; 2.1.1 Timing of Events; 2.1.2 Maximization Problem; 2.1.3 Optimal Portfolio Decision Within a Period; 2.1.4 Euler Equation; 2.2 Production; 3 Equilibrium; 3.1 Market-Clearing Conditions; 3.2 Production in Equilibrium; 3.3 Cutoff; 3.4 Dynamical System; 3.5 Steady State; 4 Local Dynamics 000844486 5058_ $$a5 Concluding RemarksAppendix; Proof of Proposition 3.1; Proof of Lemma 3.2; Proof of Lemma 3.3; Proof of Proposition 3.2; Proof of Lemma 3.4; Proof of Proposition 3.3; Proof of Lemma 3.5; Proof of Theorem 4.1; References; Index 000844486 506__ $$aAccess limited to authorized users. 000844486 520__ $$aThe series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. 000844486 588__ $$aOnline resource; title from PDF title page (viewed August 3, 2018). 000844486 650_0 $$aEconomics, Mathematical. 000844486 650_0 $$aEconomics$$xMathematical models. 000844486 650_0 $$aEconometrics$$xMathematical models. 000844486 7001_ $$aKusuoka, S.$$q(Shigeo),$$d1954-$$eeditor. 000844486 7001_ $$aMaruyama, Tōru,$$eeditor. 000844486 77608 $$iPrint version: $$z9811306044$$z9789811306044$$w(OCoLC)1031453541 000844486 830_0 $$aAdvances in mathematical economics ;$$v22. 000844486 852__ $$bebk 000844486 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-981-13-0605-1$$zOnline Access$$91397441.1 000844486 909CO $$ooai:library.usi.edu:844486$$pGLOBAL_SET 000844486 980__ $$aEBOOK 000844486 980__ $$aBIB 000844486 982__ $$aEbook 000844486 983__ $$aOnline 000844486 994__ $$a92$$bISE