Trends in Mathematical Economics

1. Front Matter

   Pages i-xiv

   PDF

2. Breaking the Circular Flow: A Dynamic Programming Approach to Schumpeter

   • Martin Shubik, William D. Sudderth

   Pages 1-33

3. A Review in Campaigns: Going Positive and Negative

   • Grisel Ayllón Aragón

   Pages 35-41

4. On Lattice and DA

   • David Cantala

   Pages 43-51

5. Externalities, Optimal Subsidy and Growth

   • Enrique R. Casares, Horacio Sobarzo

   Pages 53-71

6. The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra

   • Rafael Delfin-Vidal, Guillermo Romero-Meléndez

   Pages 73-98

7. Computing Greeks for Lévy Models: The Fourier Transform Approach

   • Federico De Olivera, Ernesto Mordecki

   Pages 99-121

8. Marginal Pricing and Marginal Cost Pricing Equilibria in Economies with Externalities and Infinitely Many Commodities

   • Matías Fuentes

   Pages 123-146

9. On Optimal Growth Under Uncertainty: Some Examples

   • Adriana Gama-Velázquez

   Pages 147-161

10. Fundamental Principles of Modeling in Macroeconomics

    • Samuel Gil Martín

    Pages 163-207

11. Additional Properties of the Owen Value

    • Oliver Juarez-Romero, William Olvera-Lopez, Francisco Sanchez-Sanchez

    Pages 209-216

12. The Gödelian Foundations of Self-Reference,the Liar and Incompleteness: Arms Racein Complex Strategic Innovation

    • Sheri Markose

    Pages 217-244

13. Revenue Sharing in European Football Leagues: A Theoretical Analysis

    • Bodil Olai Hansen, Mich Tvede

    Pages 245-262

14. Weakened Transitive Rationality: Invariance of Numerical Representations of Preferences

    • Leobardo Plata

    Pages 263-277

15. Symmetrical Core and Shapley Value of an Information Transferal Game

    • Patricia Lucia Galdeano, Luis Guillermo Quintas

    Pages 279-297

16. Marginal Contributions in Games with Externalities

    • Joss Sánchez-Pérez

    Pages 299-315

17. Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance

    • Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos

    Pages 317-329

18. Modelling the Uruguayan Debt Through Gaussians Models

    • Ernesto Mordecki, Andrés Sosa

    Pages 331-346

19. A Q-Learning Approach for Investment Decisions

    • Martín Varela, Omar Viera, Franco Robledo

    Pages 347-368

20. Relative Entropy Criterion and CAPM-Like Pricing

    • Stylianos Z. Xanthopoulos

    Pages 369-379

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.

• Economic Growth
• Economic theory
• Finance
• Game theory
• General equilibrium
• Social choice theory
• Welfare
• quantitative finance

• Matemática, Universidade do Porto, Porto, Portugal

  Alberto A. Pinto

• Economía, Universidad Autónoma de San Luis Potosi San Luis Potosí, San Luis Potosí, Mexico

  Elvio Accinelli Gamba

• Statistics, Athens University Economics Busines, Athens, Greece

  Athanasios N. Yannacopoulos

• Ciencias Económicas y Empresariales, Universidade de Vigo, Vigo, Spain

  Carlos Hervés-Beloso

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 PhD 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 PhD 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 PhD 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.

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