Paris-Princeton lectures on mathematical finance 2002 (Q1406611)
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scientific article; zbMATH DE number 1975745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Paris-Princeton lectures on mathematical finance 2002 |
scientific article; zbMATH DE number 1975745 |
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Paris-Princeton lectures on mathematical finance 2002 (English)
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7 September 2003
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The articles of this volume will be reviewed individually. Indexed articles: \textit{Bank, Peter; Föllmer, Hans}, American options, multi-armed bandits, and optimal consumption plans: a unifying view, 1-42 [Zbl 1065.91022] \textit{Baudoin, Fabrice}, Modeling anticipations on financial markets, 43-94 [Zbl 1180.91320] \textit{Rogers, L. C. G.}, Duality in constrained optimal investment and consumption problems: a synthesis, 95-131 [Zbl 1074.91020] \textit{Soner, H. Mete; Touzi, Nizar}, The problem of super-replication under constraints, 133-172 [Zbl 1074.91021]
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Paris-Princeton lectures
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Mathematical finance
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0.9541726
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0.9488515
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0.93080765
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0.86328954
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0.8494538
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0.8482524
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