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Advances in Mathematical Economics Volume 9

  • Book
  • © 2006

Overview

Editors:
  1. Shigeo Kusuoka

    1. Graduate School of Mathematical Sciences, University of Tokyo, Tokyo, Japan

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  2. Akira Yamazaki

    1. Department of Economics, Meisei University, Hino Tokyo, Japan

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    You can also search for this editor in PubMed   Google Scholar

  • Planned to publish this series once a year under the auspices of the Reserch Center of Mathematical Economics (Tokyo)
  • Designed to bring together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research
  • Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion
  • Consequently, this series will also invite articles which might be considered too long for publication in journals

Part of the book series: Advances in Mathematical Economics (MATHECON, volume 9)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-v
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  2. Research Articles

    1. Option on a unit-type closed-end investment fund

      • Takashi Adachi
      Pages 1-23

    2. The distribution of continuous time rank processes

      • Takahiko Fujita, Ryozo Miura
      Pages 25-32

    3. Asymptotic expansion for a filtering problem and a short term rate model

      • Hirotaka Fushiya
      Pages 33-48

    4. Law invariant risk measures have the Fatou property

      • Elyès Jouini, Walter Schachermayer, Nizar Touzi
      Pages 49-71

    5. The dawn of modern theory of games

      • Mikio Nakayama
      Pages 73-97

    6. Approximation of excess demand on the boundary and euilibrium price set

      • Manabu Toda
      Pages 99-107

    7. The minimal risk of hedging with a convex risk measure

      • Yuji Umezawa
      Pages 109-116

    8. The distribution of firm size

      • Na Zhang
      Pages 117-126

  3. Back Matter

    Pages 127-130
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Keywords

About this book

A lot of economic problems can 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. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.

Editors and Affiliations

  • Graduate School of Mathematical Sciences, University of Tokyo, Tokyo, Japan

    Shigeo Kusuoka

  • Department of Economics, Meisei University, Hino Tokyo, Japan

    Akira Yamazaki

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