Two recent applications of nonstandard analysis to the theory of financial markets
Herzberg F (2007)
In: The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. van den Berg IP, Neves V (Eds); Wien: Springer: 177-188.
Konferenzbeitrag
| Veröffentlicht | Englisch
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Autor*in
Herausgeber*in
van den Berg, I.P.;
Neves, V.
Erscheinungsjahr
2007
Titel des Konferenzbandes
The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004
Seite(n)
177-188
Konferenz
International Conference on Nonstandard Mathematics
Konferenzort
Aveiro, Portugal
ISBN
978-3-211-49904-7
Page URI
https://pub.uni-bielefeld.de/record/1899883
Zitieren
Herzberg F. Two recent applications of nonstandard analysis to the theory of financial markets. In: van den Berg IP, Neves V, eds. The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. Wien: Springer; 2007: 177-188.
Herzberg, F. (2007). Two recent applications of nonstandard analysis to the theory of financial markets. In I. P. van den Berg & V. Neves (Eds.), The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004 (pp. 177-188). Wien: Springer.
Herzberg, Frederik. 2007. “Two recent applications of nonstandard analysis to the theory of financial markets”. In The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004, ed. I.P. van den Berg and V. Neves, 177-188. Wien: Springer.
Herzberg, F. (2007). “Two recent applications of nonstandard analysis to the theory of financial markets” in The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004, van den Berg, I. P., and Neves, V. eds. (Wien: Springer), 177-188.
Herzberg, F., 2007. Two recent applications of nonstandard analysis to the theory of financial markets. In I. P. van den Berg & V. Neves, eds. The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. Wien: Springer, pp. 177-188.
F. Herzberg, “Two recent applications of nonstandard analysis to the theory of financial markets”, The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004, I.P. van den Berg and V. Neves, eds., Wien: Springer, 2007, pp.177-188.
Herzberg, F.: Two recent applications of nonstandard analysis to the theory of financial markets. In: van den Berg, I.P. and Neves, V. (eds.) The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. p. 177-188. Springer, Wien (2007).
Herzberg, Frederik. “Two recent applications of nonstandard analysis to the theory of financial markets”. The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. Ed. I.P. van den Berg and V. Neves. Wien: Springer, 2007. 177-188.
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