文档介绍：Lecture Notes in Mathematics 1814
Editors:
J.--, Cachan
F. Takens, Groningen
B. Teissier, Paris
3
Berlin
Heidelberg
New York
Hong Kong
London
Milan
Paris
Tokyo
Peter Bank Fabrice Baudoin Hans Follmer¨
. Rogers Mete Soner Nizar Touzi
Paris-Princeton Lectures
on Mathematical Finance
2002
mittee:
R. A. Carmona, E. C¸inlar,
I. Ekeland, E. Jouini,
J. A. Scheinkman, N. Touzi
13
Authors
Peter Bank . Rogers
Institut fur¨ Mathematik Statistical Laboratory
Humboldt-Universitat¨ zu Berlin Wilberforce Road
10099 Berlin, Germany Cambridge CB3 0WB,UK
e-mail: e-mail:
******@- .******@
Fabrice Baudoin Mete Soner
Department of Financial and Department of Mathematics
Actuarial Mathematics Koc¸University
Vienna University of Technology Istanbul, Turkey
1040
Vienna, Austria e-mail: ******@
e-mail: ******@
Nizar Touzi
Hans Follmer¨ Centre de Recherche en Economie
Institut fur¨ Mathematik et Statistique
Humboldt-Universitat¨ zu Berlin 92245 Malakoff Cedex, France
10099
Berlin, Germany e-mail: Nizar.******@
e-mail:
******@- [The addresses of the volume editors appear
on page VII]
Cover Figure: Typical paths for the deflator ψ, a universal consumption signal L,
η
and the induced level of satisfaction Y C ,¨
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Mathematics Subject Classification (2000): 60H25, 60G07, 60G40,91B16, 91B28, 49J20, 49L20,35K55
ISSN 0075-8434
ISBN 3-540-40193-8 Springer-Verlag Berlin Heidelberg New York
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