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    Game Theory and Partial Differential Equations

    Pablo Blanc

    Julio Daniel Rossi

    De Gruyter, 2019 ISBN: 9783110619324
    Description:

    Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions...

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    Elsevier Science, 2016 ISBN: 9780128042847
    Description:

    Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and...

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    Game Theory and Partial Differential Equations

    Pablo Blanc

    Julio Daniel Rossi

    De Gruyter, 2019 ISBN: 9783110621792
    Description:

    Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions...

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    Portfolio Diversification

    François-Serge Lhabitant

    Elsevier Science, 2017 ISBN: 9780081017869
    Description:

    Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the...

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    De Gruyter, 2020 ISBN: 9783110589740
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    De Gruyter, 2020 ISBN: 9783110590852
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    De Gruyter, 2023 ISBN: 9783110773057
    Description:

    The definitive guide to the game-theoretic and probabilistic underpinning for Bitcoin’s security model. The book begins with an overview of...

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    De Gruyter, 2023 ISBN: 9783110772845
    Description:

    The definitive guide to the game-theoretic and probabilistic underpinning for Bitcoin’s security model. The book begins with an overview of...

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    Elsevier Science, 2015 ISBN: 9780081004760
    Description:

    In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental...

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    Contagion Phenomena with Applications in Finance

    Serge Darolles

    Christian Gourieroux

    Elsevier Science, 2015 ISBN: 9780081004784
    Description:

    Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances)...

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