Intro; 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

2 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

1 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

5 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