This book constitutes the proceedings of the 6th International Workshop on Enterprise Applications and Services in the Finance Industry, FinanceCom 2012, held in Barcelona, Spain, on June 10, 2012. The workshop spans multiple disciplines, including technical, service, economic, sociological, and behavioral sciences. It reflects on technologically enabled opportunities, implications, and chan…
Termasuk bibliografi
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace …
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