Paris-Princeton Lectures on Mathematical Finance 2004

  • René A. Carmona
  • Ivar Ekeland
  • Arturo Kohatsu-Higa
  • Jean-Michel Lasry
  • Pierre-Louis Lions
  • Huyên Pham
  • Erik Taflin

Part of the Lecture Notes in Mathematics book series (LNM, volume 1919)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Ivar Ekeland, Erik Taflin
    Pages 51-102
  3. Arturo Kohatsu-Higa
    Pages 103-171
  4. Pierre-Louis Lions, Jean-Michel Lasry
    Pages 173-190
  5. Back Matter
    Pages 245-249

About this book


The Paris-Princeton Lectures in Financial Mathematics, of which this is the third 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 René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.


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Authors and affiliations

  • René A. Carmona
    • 1
  • Ivar Ekeland
    • 2
  • Arturo Kohatsu-Higa
    • 3
  • Jean-Michel Lasry
    • 4
  • Pierre-Louis Lions
    • 5
  • Huyên Pham
    • 6
  • Erik Taflin
    • 7
  1. 1.Department of Operations Research and Financial EngineeringPrinceton UniversityPrincetonUSA
  2. 2.Department of MathematicsUniversity of British ColumbiaCanada
  3. 3.Graduate School of Engineering SciencesOsaka UniversityJapan
  4. 4.CALYONFrance
  5. 5.Collège de FranceParisFrance
  6. 6.Université Paris 7 and Institut Universitaire de FranceParisFrance
  7. 7.EISTI, Ecole Internationale des Sciences du Traitement de l'InformationFrance

Bibliographic information