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＜電子ブック＞
Paris-Princeton Lectures on Mathematical Finance 2002 / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
(Lecture Notes in Mathematics. ISSN:16179692 ; 1814)

版	1st ed. 2003.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2003
大きさ	X, 178 p : online resource
著者標目	*Bank, Peter author Baudoin, Fabrice author Föllmer, Hans author Rogers, L. C. G author Soner, Halil Mete author Touzi, Nizar author Carmona, René editor Çınlar, Erhan editor Ekeland, Ivar editor Jouini, Elyès editor Scheinkman, Jose A editor Touzi, Nizar editor SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Game theory LCSH:Probabilities FREE:Mathematics in Business, Economics and Finance FREE:Game Theory FREE:Probability Theory
一般注記	M.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 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. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi HTTP:URL=https://doi.org/10.1007/b12041

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