| 書目名稱 | Paris-Princeton Lectures on Mathematical Finance 2002 | 
| 編輯 | Peter Bank,Hans F?llmer,Nizar Touzi | 
| 視頻video | http://file.papertrans.cn/742/741297/741297.mp4 | 
| 叢書名稱 | Lecture Notes in Mathematics | 
| 圖書封面 |  | 
| 描述 | .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. F?llmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.. | 
| 出版日期 | Book 2003 | 
| 關(guān)鍵詞 | American options; consumption; duality; dynamic programming; mathematical finance; mathematics; modeling; m | 
| 版次 | 1 | 
| doi | https://doi.org/10.1007/b12041 | 
| isbn_softcover | 978-3-540-40193-3 | 
| isbn_ebook | 978-3-540-44859-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 | 
| issn_series | 0075-8434 | 
| copyright | Springer-Verlag Berlin Heidelberg 2003 |