Volume 7, Issue 2 | Mathematics and Financial Economics

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Volume 7, Issue 2

March 2013

Special Issue: Dedicated to the 2011 Humboldt-Princeton Workshop on Mathematical Finance

Issue Editors:

Ulrich Horst,
Ronnie Sircar

5 articles in this issue

Special issue dedicated to the 2011 Humboldt–Princeton Workshop on mathematical finance
Ulrich Horst
Ronnie Sircar
EditorialNotes 16 March 2013 Pages: 129 - 130
Control of McKean–Vlasov dynamics versus mean field games
René Carmona
François Delarue
Aimé Lachapelle
OriginalPaper 02 October 2012 Pages: 131 - 166
Electricity price modeling and asset valuation: a multi-fuel structural approach
René Carmona
Michael Coulon
Daniel Schwarz
OriginalPaper 07 December 2012 Pages: 167 - 202
A tractable LIBOR model with default risk
Zorana Grbac
Antonis Papapantoleon
OriginalPaper 19 October 2012 Pages: 203 - 227
Set-valued average value at risk and its computation
Andreas H. Hamel
Birgit Rudloff
Mihaela Yankova
OriginalPaper 23 January 2013 Pages: 229 - 246