| 书目名称 | Paris-Princeton Lectures on Mathematical Finance 2002 |
| 编辑 | Peter Bank,Hans Föllmer,Nizar Touzi |
| 视频video | |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 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. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.. |
| 出版日期 | Book 2003 |
| 关键词 | 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 |
发表于 2025-3-21 18:04:21
