Paris-Princeton Lectures on Mathematical Finance

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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serv...

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Detalles Bibliográficos
Autores principales: Carmona, René A, Ekeland, Ivar, Kohatsu-Higa, Arturo, Lasry, Jean-Michel, Lions, Pierre-Louis, Pham, Huyên, Taflin, Erik
Lenguaje:eng
Publicado: Springer 2007
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-73327-0
http://cds.cern.ch/record/1696310
Descripción
Sumario:The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.

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