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020 _a9783540448594
_9978-3-540-44859-4
024 7 _a10.1007/b12041
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aKF
_2thema
082 0 4 _a519
_223
100 1 _aBank, Peter.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2002
_h[electronic resource] /
_cby Peter Bank, Hans Föllmer, Fabrice Baudoin, L.C.G. Rogers, H. Mete Soner, Nizar Touzi.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2003.
300 _aX, 178 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1814
505 0 _aM.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View.
520 _aThe 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. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
650 0 _aFinance.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory.
650 1 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
700 1 _aFöllmer, Hans.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aBaudoin, Fabrice.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aRogers, L.C.G.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aSoner, H. Mete.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aTouzi, Nizar.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540401933
776 0 8 _iPrinted edition:
_z9783662176788
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1814
856 4 0 _uhttps://doi.org/10.1007/b12041
912 _aZDB-2-SMA
912 _aZDB-2-LNM
912 _aZDB-2-BAE
999 _c11982
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