Paris-Princeton lectures on mathematical finance 2004

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Authors: René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin (auth.)
Publisher: Springer-Verlag Berlin Heidelberg
Genre: Mathematics
Pages: 248
Language: english
Year: 2007
ISBN 10: 3540733264
ISBN 13: 9783540733270
Series: Lecture notes in mathematics 1919
Edition: 1
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Synopsis

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...