Advances in Mathematical Economics Volume 9 (Hardcover, 2006)

Research Articles.- Option on a unit-type closed-end investment fund.- The distribution of continuous time rank processes.- Asymptotic expansion for a filtering problem and a short term rate model.- Law invariant risk measures have the Fatou property.- The dawn of modern theory of games.- Approximation of excess demand on the boundary and euilibrium price set.- The minimal risk of hedging with a convex risk measure.- The distribution of firm size.