Abstract
This is a technical appendix giving the complete proofs of all propositions, lemmas, theorems, and algorithms of the preceding three chapters.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Ahn, H., Dayal, M., Grannan, E., Swindle, G.: Option replication with transaction costs: general diffusion limits. Ann. Appl. Probab. 8, 676–707 (1998)
Artzner, P., Delbaen, F., Eber, J.M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
Aubin, J.P.: Contingent derivatives of set-valued maps and existence of solutions to nonlinear inclusions and differential inclusions. In: Nachbin, L. (ed.) Mathematical Analysis and Applications, Advances in Mathematics, vol. 7a, pp. 159–229 (1981)
Aubin, J.P.: Viability Theory. Birkhaüser, Boston (1991)
Aubin, J.P.: Dynamic Economic Theory: A Viability Approach. Springer, Berlin (1997)
Aubin, J.P.: La mort du devin, l’émergence du démiurge. Essai sur la contingence et la viabilité des systèmes. Éditions Beauchesne (2010)
Aubin, J.P., Bayen, A., Saint-Pierre, P.: Viability Theory. New Directions. Springer, Berlin (2011)
Aubin, J.P., Chen, L., Dordan, O., Saint-Pierre, P.: Viabilist and tychastic approaches to guaranteed ALM problem. Risk Decis. Anal. (2011)
Aubin, J.P., Da Prato, G.: Stochastic Nagumo’s viability theorem. Stoch. Anal. Appl. 13, 1–11 (1995)
Aubin, J.P., Da Prato, G.: The viability theorem for stochastic differential inclusions. Stoch. Anal. Appl. 16, 1–15 (1998)
Aubin, J.P., Da Prato, H., Frankowska, H.: Stochastic invariance for differential inclusions. J. Set-Valued Anal. 8, 181–201 (2000)
Aubin, J.P., Frankowska, H.: Set Valued Analysis. Birkhaüser, Boston (1990)
Aubin, J.P., H., D.: Characterization of stochastic viability of any non-smooth set involving its generalized contingent curvature. Stoch. Anal. Appl. 25, 951–981 (2003)
Aubin, J.P., Haddad, G.: Path-dependent impulse and hybrid systems. In: Benedetto, D., Sangiovanni-Vincentelli (eds.) Hybrid Systems: Computation and Control, pp. 119–132. Springer, Berlin (2001)
Aubin, J.P., Haddad, G.: History (path) dependent optimal control and portfolio valuation and management. J. Positivity 6, 331–358 (2002)
Aubin, J.P., Lygeros, J., Quincampoix, M., Sastry, S., Seube, N.: Impulse differential inclusions: a viability approach to hybrid systems. IEEE Trans. Automat. Control 47, 2–18 (2002)
Aubin, J.P., Pujal, D., Saint-Pierre, P.: Dynamic management of portfolios with transaction costs under tychastic uncertainty. In: Ben Hammeur, H., Breton, M. (eds.) Numerical Methods in Finance, pp. 59–89. Springer, New York (2005)
Avellaneda, M., Levy, A., Parás, A.: Pricing and hedging derivative securities in markets with uncertain volatilities. Appl. Math. Finance 2, 73–88 (1995)
Bachelier, L.: Théorie de la spéculation. Annales scientifiques de l’É.N.S., 3ème série Tome 17, 21–86 (1900)
Banaïm, M., Le Boudec, J.Y.: A class of mean field interaction models for computer and communication systems. Perform. Eval. 65, 823–838 (2008)
Bardi, M., Capuzzo-Dolcetta, I.: Optimal Control and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations. Birkhaüser, Boston (1997)
Barles, G.: Solutions de viscosité des équations de Hamilton–Jacobi. Springer, Berlin (1994)
Barles, G., Sonner, H.M.: Option pricing with transaction costs and a nonlinear Black and Scholes equation. Finance Stoch. 2 (1998)
Basel Committee on the Global Finance System: Stress testing by large financial institutions: current practice and aggregation issues (2000)
Bellman, R.E.: Dynamic Programming. Princeton University Press, Princeton (1957)
Ben Ameur, H., Breton, M., Martinez, J.: A dynamic programming approach for pricing derivatives in the garch model. Manage. Sci. 55, 252–266 (2009)
Ben-Tal, A., El-Ghaoui, L., Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)
Benaïm, M., El Karoui, N.: Promenade alatoire: Chaînes de Markov et simulations; martingales et stratégies. École Polytechnique, Palaiseau, France (2005)
Bensoussan, A., Crouhy, M., Galai, D.: Stochastic equity volatility and the capital structure of the firm. Philos. Trans. R. Soc. Lond. A347 (1994)
Bensoussan, A., Crouhy, M., Galai, D.: Stochastic volatility related to the leverage effect. II: Valuation of european equity options and warrants. Appl. Math. Finance 2, 43–60 (1995)
Bensoussan, A., Diltz, J.D., Sing Ru, H.: Real options games in complete and incomplete markets with several decision makers. SIAM J. Finan. Math. 1, 666–728 (2010)
Bensoussan, A., Lions, J.L.: Contrôle impulsionnel et inéquations quasi-variationnelles. Dunod, Paris (1982)
Bernhard, P.: Singular surfaces in differential games, an introduction. In: Haggedorn, P., Olsder, G., Knobloch, H. (eds.) Differential Games and Applications. Lecture Notes in Information and Control Sciences, vol. 3, pp. 1–33. Springer, Berlin (1977)
Bernhard, P.: Une approche déterministe de l’évaluation d’options. In: Menaldi, J.L., Rofman, E., Sulem, A. (eds.) Optimal Control and Partial Differential Equations, volume in honor of Professor Alain Bensoussan’s 60th birthday, pp. 511–520. IOS Press (2001)
Bernhard, P.: A robust control approach to option pricing. In: Salmon, M. (ed.) Applications of Robust Decision Theory and Ambiguity in Finance. City University Press, London (2003)
Bernhard, P.: The robust control approach to option pricing and interval models: an overview. In: Breton, M., Ben-Ameur, H. (eds.) Numerical Methods in Finance, pp. 91–108. Springer, New York (2005)
Bernhard, P.: A robust control approach to option pricing including transaction costs. In: Nowak, A.S., Szajowski, K. (eds.) Advances in Dynamic Games, Applications to Economics, Finance, Optimization, and Stochastic Control. Annals of the ISDG, also 9th ISDG International Symposium on Dynamic Games and Applications, Adelaide, South Australia, 2000, vol. 7, pp. 391–416. Birkhaüser, Boston (2005)
Bernhard, P., El Farouq, N., Thiery, S.: An impulsive differential game arising in finance with interesting singularities. In: Haurie, A., Muto, S., Petrosjan, L.A., Raghavan, T. (eds.) Advances in Dynamic Games. Annals of the ISDG, also 10th ISDG International Symposium on Dynamic Games and Applications, Saint Petersburg, 2002, vol. 8, pp. 335–363. Birkhaüser, Boston (2006)
Bernhard, P., El Farouq, N., Thiery, S.: Robust control approach to option pricing: representation theorem and fast algorithm. SIAM J. Control Optim. 46, 2280–2302 (2007)
Bernhard, P., Thiery, S., Deschamps, M.: La tarification d’options. Proposition pour une approche déterministe. In: 56ème Congrès annuel de l’Association Française des Sciences Économiques. Paris (2007)
Bertsimas, D., Bandi, C., Chen, A.: Robust option pricing: An ε-arbitrage approach. Eur. J. Oper. Res. (submitted, 2010)
Bertsimas, D., Brown, D., Caramanis, C.: Theory and applications of robust optimization. SIAM Rev. 53, 464–501 (2011)
Bick, A., Willinger, W.: Dynamic spanning without probabilities. Stoch. Process. Appl. 50, 349–374 (1994)
Bielecki, T.R., Jeanblanc, M., Rutkowski, M.: Hedging of defaultable claims. In: Paris-Princeton Lectures on Mathematical Finance. Springer Lecture Notes in Mathematics, vol. 1847, pp. 1–132. Springer, Berlin (2003)
Bingham, N.H., Kiesel, R.: Risk-Neutral Valuation. Springer, Berlin (2004)
Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 229–263 (1973)
Bonneuil, N., Saint-Pierre, P.: The hybrid guaranteed viability capture basin algorithm in economics. In: Alur, R., Pappas, G. (eds.) Hybrid Systems: Computation and Control. Springer Lecture Notes in Computer Science, vol. 2993, pp. 187–202. Springer, Berlin (2004)
Bonneuil, N., Saint-Pierre, P.: Beyond optimality: managing children, assets, and consumption over the life cycle. J. Math. Econ. 44, 227–241 (2008)
Bouchaud: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management. Cambridge University Press, London (2009)
Boulier, J.F., Kanniganti, A.: Expected performance and risk of various portfolio insurance strategies. http://www.actuaries.org/AFIR/colloquia/Brussels/Boulier-Kanniganti.pdf (2005)
Capuzzo-Dolcetta, I.: On a discrete approximation of the Hamilton Jacobi equation of dynamic programming. Appl. Math. Optim. 10, 367–377 (1983)
Cardaliaguet, P., Quincampoix, M., Saint-Pierre, P.: Set-valued numerical methods for optimal control and differential games. In: Nowak, A. (ed.) Stochastic and Differential Games. Theory and Numerical Methods. Annals of the International Society of Dynamic Games, pp. 177–247. Birkhaüser, Boston (1999)
Carr, P., Geman, H., Madan, D.B.: Pricing and hedging in incomplete markets. J. Finan. Econ. 32, 131–167 (2001)
Cont, R., Tankov, P.: Constant proportion portfolio insurance in presence of jumps in asset prices. Math. Finance 19, 379–401 (2009)
Cousin, A., Jeanblanc, M., Laurent, J.P.: Hedging CDO tranches in a markovian environment. In: Paris-Princeton Lectures on Mathematical Finance. Springer Lecture Notes in Mathematics, vol. 2003, pp. 1–63. Springer, Berlin (2010)
Cox, J.C., Ross, A.: The valuation of options for alternative stochastic processes. J. Financ. Econ. 3, 145–166 (1976)
Cox, J.C., Ross, S.A., Rubinstein, M.: Option pricing: a simplified approach. J. Finan. Econ. 7, 229–263 (1979)
Crück, E.: Target problems under state constraints for nonlinear controlled impulsive systems. J. Math. Anal. Appl. 270, 636–656 (2002)
Crück, E., Saint-Pierre, P.: Nonlinear impulse target problems under state constraints: a numerical analysis based on viability theory. Set-Valued Anal. 12, 383–416 (2004)
Crück, E., Quincampoix, M., Saint-Pierre, P.: Pursuit-Evasion Games with Impulsive Dynamics, in Advances in Dynamic Game Theory, Numerical Methods, Algorithms, and Applications to Ecology and Economics, Annals of the International Society of Dynamic Games, Vol. 9. Jorgensen, Steffen; Quincampoix, Marc; Vincent, Thomas L. (Eds.) XXII, 718 p. 190 illus (2007)
Da Prato, G., Frankowska, H.: A stochastic Filippov theorem. Stoch. Calculus 12, 409–426 (1994)
Da Prato, G., Frankowska, H.: Stochastic viability for compact sets in terms of the distance function. Dyn. Syst. Appl. 10, 177–184 (2001)
Da Prato, G., Frankowska, H.: Invariance of stochastic control systems with deterministic arguments. J. Differ. Equat. 200, 18–52 (2004)
Darling, R.W.R., Norris, J.R.: Differential equation approximations for Markov chains. Probab. Surv. 5, 37–79 (2008)
Davis, M.H.A., Norman, A.R.: Portfolio selection with transaction costs. Math. Oper. Res. 15, 676–713 (1990)
De Meyer, B., Moussa Saley, H.: On the strategic origin of Brownian motion in finance. Int. J. Game Theory 31, 285–319 (2002)
Derman, E., Kani, I.: Riding on a smile. RISK, pp. 32–39 (1994)
Dixit, A., Pindyck, R.S.: Investment under Uncertainty. Princeton University Press, Princeton (1994)
El Farouq, N., Barles, G., Bernhard, P.: Deterministic minimax impulse control. Appl. Math. Optim. 61, 353–378 (2010)
El Farouq, N., Bernhard, P.: Option pricing with zero lower bound of impulse cost. In: 14th International Symposium on Dynamic Games and Applications, Banff, Canada (2010)
El Karoui, N., Quenez, M.C.: Dynamic programming and pricing of contingent claims in an incomplete market. SIAM J. Control 33, 29–66 (1995)
Fleming, W.H., Soner, H.M.: Controlled Markov Processes and Viscosity Solutions. Springer, Berlin (2006)
Föllmer, H.: Calcul d’Itô sans probabilités. In: Azéma, J., Yor, M. (eds.) Séminaire de probabilités XV. Lecture Notes in Mathematics, vol. 850. Springer, Berlin (1981)
Föllmer, H., Kramkov, D.: Optional decompositions under constraints. Probab. Theory Related Fields 109, 1–25 (1997)
Frey, R., Backhaus, J.: Pricing and hedging of portfolio credit derivatives with interacting default intensities. J. Theor. Appl. Finance 11, 611–634 (2008)
Friedman, M.: Essays in Positive Economics. University of Chicago Press, Chicago (1953)
Geske, R.: The valuation of compound options. J. Finan. Econ. 7, 63–81 (1979)
Greenspan, A.: Greenspan’s plea for stress testing. Risk 13 (2000)
Haddad, G.: Monotone trajectories of differential inclusions with memory. Isr. J. Math. 39, 83–100 (1981)
Haddad, G.: Monotone viable trajectories for functional differential inclusions. J. Differ. Equat. 42, 1–24 (1981)
Haddad, G.: Topological properties of the set of solutions for functional differential inclusions. Nonlinear Anal. Theory Methods Appl. 5, 1349–1366 (1981)
Henry, B.I., Langlands, T.A.M., Straka, P.: Fractional fokker-planck equations for subdiffusion with space- and time-dependent forces. Phys. Rev. Lett. 105, 170602 (2010)
Hobson, D.: Comparison results for stochastic volatility models via coupling. Finance Stoch. 14, 129–152 (2010)
Hobson, D.G.: Volatility misspecification, option pricing and super-replicatin via coupling. Ann. Appl. Probab. 8, 193–205 (1998)
Hobson, D.G.: The skorohod embedding problem and model-independent bounds for option prices. In: Paris-Princeton Lectures on Mathematical Finance. Springer Lecture Notes in Mathematics, vol. 2003, pp. 267–318. Springer, Berlin (2010)
Hucki, Z., Kokoltsov, V.: Pricing of rainbow options: game theoretic approach. Int. Game Theory Rev. 9, 215–242 (2007) (Preprint: Nottingham Trent University, 2003)
Hull, J., White, A.: The pricing of options on assets with stochastic volatilities. J. Finance 42, 281–300 (1987)
Hull, J.: Options, Futures, and Other Derivatives, 8th edn. Pearson, London (2011)
Isaacs, R.: Differential Games, a Mathematical Theory with Applications to Optimization, Control and Warfare. Wiley, New York (1965)
Jayne, J.E., Rogers, C.A.: Selectors. Princeton University Press, Princeton (2002)
Joshua: The book of Joshua. In: The Bible (circa 500 B.C.)
Jumarie, G.: Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Comp. Math. Appl. 59, 1142–1164 (2010)
Kelbert, L.Y., Leonenko, N.N., Ruiz-Medina, M.D.: Fractional random fields associated with stochastic fractional heat equations. Adv. Appl. Probab. 37, 108–133 (2005)
Kochubei, A.N.: Distributed order calculus: an operator-theoretic interpretation. Ukrainian Math. J. 60, 551–562 (2008)
Kolokoltsov, V.N.: Nonexpansive maps and option pricing theory. Kybernetica 34, 713–724 (1998)
Kolokoltsov, V.N.: Idempotent structures in optimisation, translated from the International Conference for the 90th anniversary of L. S. Pontryagin, Moscow 1999. J. Math. Sci. 104, 847–880 (2001)
Kolokoltsov, V.N.: Idempotent structures in optimization theory. J. Math. Sci. 104, 847–880 (2001)
Kolokoltsov, V.N.: Measure-valued limits of interacting particle systems with k-nary interactions ii. Stoch. Stoch. Rep. 76, 45–58 (2004)
Kolokoltsov, V.N.: Generalized continuous-time random walks, Subordination by hitting times and fractional dynamics. Theor. Probab. Appl. 53, 594–609 (2009)
Kolokoltsov, V.N.: Nonlinear Markov Processes and Kinetic Equations. Cambridge University Press, London (2010)
Kolokoltsov, V.N.: Markov processes, semigroups and generators. Studies in Mathematics, vol. 38. De Gruyter, Berlin (2011)
Kolokoltsov, V.N.: Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations. Risk Decis. Anal. http://arxiv.org/abs/1105.3053 (to appear)
Kolokoltsov, V.N., Korolev, V., Uchaikin, V.: Fractional stable distributions. J. Math. Sci. 105, 2570–2577 (2001)
Kolokoltsov, V.N., Malafeyev, O.A.: Understanding Game Theory. World Scientific, Singapore (2010)
Kolokoltsov, V.N., Maslov, V.P.: Idempotent Analysis and Its Application. Kluwer, Dordrecht (1997)
Kramkov, D.O.: Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Probab. Theory Related Fields 105, 459–479 (1996)
Laubsch, A.: Stress testing. In: R.M. Group (ed.) Risk Management – A Practitioner’s Guide, pp. 21–37 (1999)
Lyons, T.: Uncertain volatility and the risk-free synthesis of derivatives. Appl. Math. Finance 2, 177–133 (1995)
Mandelbrot, B., Gomory, R.E., Cootner, P.H., Fama, E.F., Morris, W.S., Taylor, H.M.: Fractals and Scaling in Finance. Springer, New York (1997)
Markowitz, H.M.: Mean-Variance Analysis in Portfolio Choice and Capital Markets. Blackwell, Boston (1987)
Maslov, V.P.: Nonlinear averages in economics. Math. Notes 78, 347–363 (2005)
McEneaney, W.: A robust control framework for option pricing. Math. Oper. Res. 22, 22–221 (1997)
Meerschaert, M.M., Nane, E., Xiao, Y.: Correlated continuous time random walks. Stat. Probab. Lett. 79, 1194–1202 (2009)
Meerschaert, M.M., Scala, E.: Coupled continuous time random walks in finance. Physica A 370, 114–118 (2006)
Meerschaert, M.M., Scheffler, H.P.: Limit theorems for continuous-time random walks with infinite mean waiting times. J. Appl. Probab. 41, 623–638 (2004)
Melikyan, A., Bernhard, P.: Geometry of optimal trajectories around a focal singular surface in differential games. Appl. Math. Optim. 52, 23–37 (2005)
Merton, R.C.: Option pricing when underlying stock returns are discontinuous. J. Finan. Econ. 3, 125–144 (1976)
Merton, R.C.: Continuous-Time Finance. Blackwell, Boston (1992)
Morgan, J.: Value at risk. Risk Man Special Supplement, June 1996, 68–71 (1996)
Neftci, S.: Principles of Financial Engineering. Academic Press, New York (2009)
Neftci, S.: An Introduction to the Mathematics of Financial Derivatives. Academic Press, London (1996)
Ng, S.: Hypermodels in Mathematical Finance: Modeling via Infinitesimal Analysis. World Scientific, River Edge (2003)
Olsder, G.: Control theoretic thoughts on option pricing. Int. Game Theory Rev. 2, 209–228 (2000)
Palczewski, J., Schenk-Hoppé, K.R.: From discrete to continuous time evolutionary finance models. J. Econ. Dyn. Control 34, 913–931 (2010)
Perold, A.F., Black, F.: Theory of constant proportion portfolio insurance. J. Econ. Dyn. Control 16, 403–426 (1992)
Perrakis, S., Lefoll, J.: Derivative asset pricing with transaction costs: an extension. Comput. Econ. 10 (1997)
Pliska, S.: Introduction to Mathematical Finance: Discrete Time Models. Blackwell, Oxford (1997)
Pujal, D.: Évaluation et gestion dynamiques de portefeuille. Ph.D. thesis, Université Paris-Dauphine (2000)
Pujal, D., Saint-Pierre, P.: L’algorithme du bassin de capture appliqué pour évaluer des options européennes, américaines ou exotiques. Revue de l’Association Française de Finance (2004)
Rockafellar, R.T., Wets, R.: Variational Analysis. Springer, Berlin (1997)
Roorda, B., Engwerda, J., Schumacher, H.: Coherent acceptability measures in multiperiod models. Math. Finance 15, 589–612 (2005)
Roorda, B., Engwerda, J., Schumacher, H.: Performance of hedging strategies in interval models. Kybernetica (Preprint: 2000) 41, 575–592 (2005)
Rubinstein, M.: Displaced diffusion option pricing. J. Finance 38, 213–217 (1983)
Saint-Pierre, P.: Approximation of the viability kernel. Appl. Math. Optim. 29, 187–209 (1994)
Samuelson, P.A.: Lifetime portfolio selection by dynamic stochastic programming. Rev. Econ. Stat. 51, 239–246 (1969)
Shafer, G., Vovk, V.: Probability and Finance: It’s Only a Game! Wiley, New York (2001)
Shaiju, A.J., Dharmatti, S.: Differential games with continuous, switching, and impulse controls. Nonlinear Anal. 63, 23–41 (2005)
Soner, H.M., Shreve, S.E., Cvitanić, J.: There is no non-trivial hedging portfolio for option pricing with transaction costs. Ann. Probab. 5, 327–355 (1995)
Strook, D., Varadhan, S.: On the support of diffusion processes with applications to the strong maximum principle. In: Proceedings of the 6th Berkeley Symposium on Mathematical Statistics and probability, vol. 3. Probability Theory, pp. 333–359. University of California Press, Berkeley, CA (1972)
Strook, D., Varadhan, S.: Multidimensional Diffusion Processes. Springer, Berlin (1979)
Tarasov, V.E.: Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media. Springer, Berlin (2011)
Thiery, S.: Évaluation d’options “vanilles” et “digitales” dans le modèle de marché à intervalles. Ph.D. thesis, Université de Nice-Sophia Antipolis, France (2009)
Thiery, S., Bernhard, P., Olsder, G.: Robust control approach to digital option pricing: Synthesis approach. In: Bernhard, P., Gaitsgory, V., Pourtallier, O. (eds.) Advances in Dynamic Games and their Applications (also in 12th International Symposium on Dynamic Games and Applications, Sophia Antipolis, France, 2006). Annals of the International Society of Dynamic Games, vol. 10, pp. 293–310. Birkhaüser, Boston (2009)
Uchaikin, V.V., Zolotarev, V.M.: Chance and stability, Stable distributions and their applications. With a foreword by V. Yu. Korolev and Zolotarev. Modern Probability and Statistics. VSP, Utrecht, pp. xxii + 570 (1999) ISBN: 90-6764-301-7
Wang: Scaling and long-range dependence in option pricing: pricing European options with transaction costs under the fractional Black–Scholes model. Phys. Abstr. 389, 438–444 (2010)
Wilmott, P.: Derivatives: The Theory and Practice of Financial Engineering. Wiley, Chichester (1998)
Zabczyk, J.: Chance and decision: stochastic control in discrete time. Tech. rep., Scuola Normale de Pisa, Italy (1996)
Ziegler, A.: Incomplete information and heterogeneous beliefs in continuous-time finance. Springer Finance. Springer, Berlin (2003)
Ziegler, A.: A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time. Springer Finance. Springer, Berlin (2004)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Birkhäuser Boston
About this chapter
Cite this chapter
Bernhard, P. et al. (2013). Appendix: Proofs. In: The Interval Market Model in Mathematical Finance. Static & Dynamic Game Theory: Foundations & Applications. Birkhäuser, New York, NY. https://doi.org/10.1007/978-0-8176-8388-7_6
Download citation
DOI: https://doi.org/10.1007/978-0-8176-8388-7_6
Published:
Publisher Name: Birkhäuser, New York, NY
Print ISBN: 978-0-8176-8387-0
Online ISBN: 978-0-8176-8388-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)