LEADER 04629nam 22008655 450 001 9910144602003321 005 20251117003135.0 010 $a9783540448594 010 $a3540448594 024 7 $a10.1007/b12041 035 $a(CKB)1000000000233085 035 $a(SSID)ssj0000325540 035 $a(PQKBManifestationID)11262578 035 $a(PQKBTitleCode)TC0000325540 035 $a(PQKBWorkID)10325090 035 $a(PQKB)11629526 035 $a(DE-He213)978-3-540-44859-4 035 $a(MiAaPQ)EBC6302534 035 $a(MiAaPQ)EBC5591883 035 $a(Au-PeEL)EBL5591883 035 $a(OCoLC)54021060 035 $a(PPN)282731490 035 $a(EXLCZ)991000000000233085 100 $a20150519d2003 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aParis-Princeton Lectures on Mathematical Finance 2002 /$fby Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Ç?nlar, Ivar Ekeland, Elyčs Jouini, Jose A. Scheinkman, Nizar Touzi 205 $a1st ed. 2003. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2003. 215 $a1 online resource (X, 178 p.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1814 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9783540401933 311 08$a3540401938 320 $aIncludes bibliographica references. 327 $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. 330 $aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi. 410 0$aLecture Notes in Mathematics,$x0075-8434 ;$v1814 606 $aEconomics, Mathematical 606 $aGame theory 606 $aProbabilities 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aEconomics, Mathematical. 615 0$aGame theory. 615 0$aProbabilities. 615 14$aQuantitative Finance. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 615 24$aProbability Theory and Stochastic Processes. 676 $a332.0151 686 $a91B28$2msc 700 $aBank$b Peter$4aut$4http://id.loc.gov/vocabulary/relators/aut$0602016 702 $aBaudoin$b Fabrice$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aFo?llmer$b Hans$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aRogers$b L. C. G.$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aSoner$b Halil Mete$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aTouzi$b Nizar$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aCarmona$b R$g(Rene?),$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aÇ?nlar$b Erhan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aEkeland$b I$g(Ivar),$f1944-$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aJouini$b Elyčs$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aScheinkman$b Jose A$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aTouzi$b Nizar$4edt$4http://id.loc.gov/vocabulary/relators/edt 712 12$aParis-Princeton Lectures on Mathematical Finance. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910144602003321 996 $aParis-princeton lectures on mathematical finance 2002$91016436 997 $aUNINA