This book gathers carefully selected works in Mathematical Economics, on myriad topics including General Equilibrium, Game Theory, Economic Growth, Welfare, Social Choice Theory, Finance. It sheds light on the ongoing discussions that have brought together leading researchers from Latin America and Southern Europe at recent conferences in venues like Porto, Portugal; Athens, Greece; and Guanajuato, Mexico. With this volume, the editors not only contribute to the advancement of research in these areas, but also inspire other scholars around the globe to collaborate and research these vibrant, emerging topics.
Tabla de materias
– Breaking the Circular Flow: A Dynamic Programming Approach to Schumpeter.- A Review in Campaigns: Going Positive and Negative.- Comments on Lattice Structures and Deferred Acceptance Algorithm.- Externalities, Optimal Subsidy and Growth.- The Fractal Nature of Bitcoin: Evidence From Wavelet Power Spectra.- Computing Greeks For Lévy Models: The Fourier Transform Approach.- Marginal Pricing and Marginal Cost Pricing Equilibria in Economies with Externalities and Infinitely Many Commodities.- On Optimal Growth Under Uncertainty: Some Examples.- Fundamental Principles of Modeling in Macroeconomics.- Additional Properties of the Owen Value.- The Godelian Foundations of Self-Reference, The Liar And Incompleteness: Arms Race In Complex Strategic Innovation.- Revenue Sharing in European Football Leagues: A Theoretical Analysis.- Weakened Transitive Rationality: Invariance of Numerical Representations of Preferences.- Symmetric Core and Shapley Value of an Information Transferal Game.- Marginal Contributions in Games with Externalities.- Optimal Stopping Problems and Variational Inequalities in Economics and Finance.- Modelling the Uruguayan Debt Through Gaussians Models.- A Q-Learning Approach for Investment Decisions.- Relative Entropy Criterion And CAPM-Like Pricing.
Sobre el autor
Alberto Pinto is a full professor of Mathematics at the Faculty of Sciences, University of Porto, Portugal, and President of the Portuguese International Center for Mathematics – CIM. He has made numerous significant scientific contributions that are internationally recognized in the field of dynamical systems, game theory and its applications.
Elvio Accinelli Gamba is a professor at the Faculty of Economics, University of San Luis de Potosi, Mexico, where he is the Director of the Master Program in Economics. He received his Ph D from the IMPA, Brazil, under the supervision of Aloisio Araujo. He is also President of the Board of the Latin American Association of Economic Theory (ALTE).
Athanasios N. Yannacopoulos is a professor at the Department of Statistics, Athens University of Economics and Business, Greece. He was awarded his Ph D by the University of Warwick, UK. His research work includes publications in the fields of Stochastic Differential Equations, Backward Stochastic Differential Equations and applications, Stochastic Control Theory and Mathematical Finance.
Carlos Hervés-Beloso is a full professor at the Department of Mathematics and Head of the Research Group in Economic Analysis at the University of Vigo, Spain. He holds a Ph D in Mathematics from the University of Santiago de Compostela, Spain. His research focuses on General Equilibrium Theory, Differential Information Economies and Topologies in the Space of Economic Agents.