Carmona R., Kohatsu-Higa A., Lasry J. — Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics)
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Название: Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics)
Авторы: Carmona R., Kohatsu-Higa A., Lasry J.
Аннотация:
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by Ren? Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huy?n Pham.
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