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Ouvrages Année : 2003

Paris-Princeton Lectures on Mathematical Finance 2002

Résumé

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first 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 P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

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Dates et versions

hal-01755144 , version 1 (30-03-2018)

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  • HAL Id : hal-01755144 , version 1

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René Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José Scheinkman, et al.. Paris-Princeton Lectures on Mathematical Finance 2002. Springer, 2003. ⟨hal-01755144⟩
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