Paris-Princeton Lectures on Mathematical Finance 2004

The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, publish, on an annual basis, 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 comprises articles by Renè Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.Carmona, Rene A. is the author of 'Paris-Princeton Lectures on Mathematical Finance 2004', published 2007 under ISBN 9783540733263 and ISBN 3540733264.