ID - 131157240 TI - Paris-Princeton Lectures on Mathematical Finance 2004 AU - Carmona, René A. AU - Ekeland, Ivar AU - Kohatsu-Higa, Arturo AU - Lasry, Jean-Michel AU - Lions, Pierre-Louis AU - Pham, Huyên AU - Taflin, Erik PY - 2007 SN - 9783540733270 PB - Berlin, Heidelberg Springer-Verlag Berlin Heidelberg DB - UniCat KW - Quantitative methods (economics) KW - Operational research. Game theory KW - Financial analysis KW - stochastische analyse KW - speltheorie KW - financiële analyse KW - kansrekening UR - https://www.unicat.be/uniCat?func=search&query=sysid:131157240 AB - 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. ER -