文档介绍：Lecture Notes in Mathematics 1847
Editors:
J.--, Cachan
F. Takens, Groningen
B. Teissier, Paris
Tomasz R. Bielecki Tomas Bjork¨
Monique Jeanblanc Marek Rutkowski
´ WeiXiong
Paris-Princeton Lectures
on Mathematical Finance
2003
mittee:
R. A. Carmona, E. C¸inlar,
I. Ekeland, E. Jouini,
J. A. Scheinkman, N. Touzi
123
Authors
Tomasz R. Bielecki Marek Rutkowski
Department of Applied Mathematics Faculty of Mathematics and
Illinois Institute of Technology Information Science
Chicago, IL 60616, USA Warsaw University of Technolgy
e-mail: ******@ Pl. Politechniki 1
00-661 Warsaw, Poland
Tomas Bjork¨ e-mail: ******@
Department of Finance
StockholmSchoolofEconomics ´
Box 6501 Bendheim Center of Finance
11383 Stockholm, Sweden Princeton University
e-mail: tomas.******@ Princeton NJ 08530, USA
e-mail: ******@
Monique Jeanblanc
Equipe d’Analyse et Probabilites´ Wei Xiong
Universited’´ Evry-Val´ d’Essonne Bendheim Center of Finance
91025 Evry,´ France Princeton University
Princeton NJ 08530, USA
e-mail:
Monique.******@- e-mail: ******@
[The addresses of the volume editors appear
on page IX]
Library of Congress Control Number:2004110085
Mathematics Subject Classification (2000): 92B24, 91B28, 91B44, 91B70, 60H30, 93E20
ISSN 0075-8434
ISBN 3-540-22266-9 Springer Berlin Heidelberg New York
DOI
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