Paris-Princeton lectures on mathematical finance 2003 / R. A. Carmona, E. Cinlar, I. Ekeland

Auteur principal collectivité : Paris-Princeton lectures on mathematical finance, 2, 2003, AuteurAuteur secondaire : Cinlar, Erhan, 1941-, Editeur scientifique • Ekeland, Ivar, 1944-, Editeur scientifique • Carmona, René A., 1947-, Editeur scientifiqueType de document : Livre numériqueCollection : Lecture notes in mathematics, 1847Langue : anglais.Éditeur : Berlin : Springer, 2004ISBN: 3540222669.ISSN: 1617-9692.Sujet MSC : 91-06, Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance
91B44, Mathematical economics, Economics of information
91B70, Mathematical economics, Stochastic models in economics
60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
En-ligne : Springerlink | MathSciNet
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