Parisprinceton Lectures on Mathematical Finance 2004

by Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry

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 Ren?? Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyu??n Pham.

255 pages, Kindle Edition

First published January 1, 2007