Paris-Princeton Lectures on Mathematical Finance 2010

• Main Authors: Cousin, Areski (Author), Crépey, Stéphane (Author), Guéant, Olivier (Author), Hobson, David (Author), Jeanblanc, Monique (Author), Lasry, Jean-Michel (Author), Laurent, Jean-Paul (Author), Lions, Pierre-Louis (Author), Tankov, Peter (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Series: Lecture Notes in Mathematics, 2003
• Subjects: Mathematics.; Game theory.; Economics, Mathematical.; Probabilities.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.

The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory refer...