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dc.contributor.authorCousin, Areski
dc.contributor.authorCrépey, Stéphane
dc.contributor.authorGuéant, Olivier
HAL ID: 10375
dc.contributor.authorHobson, David
dc.contributor.authorJeanblanc, Monique
dc.contributor.authorLasry, Jean-Michel
dc.contributor.authorLaurent, Jean-Paul
HAL ID: 6949
dc.contributor.authorLions, Pierre-Louis
dc.contributor.authorTankov, Peter
dc.date.accessioned2011-04-26T15:01:55Z
dc.date.available2011-04-26T15:01:55Z
dc.date.issued2011
dc.identifier.isbn978-3-642-14659-6en
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6053
dc.language.isoenen
dc.subjectSkorokhod Embedding Problemen
dc.subjectPricing Equations in Financeen
dc.subjectMean field games and applicationsen
dc.subjectCDO tranches in a Markovian environmenten
dc.subject.ddc519en
dc.titleParis-Princeton Lectures on Mathematical Finance 2010en
dc.typeOuvrage
dc.publisher.nameSpringeren
dc.publisher.cityBerlinen
dc.identifier.citationpages359en
dc.relation.ispartofseriestitleLecture Notes in Mathematicsen
dc.relation.ispartofseriesnumber2003en
dc.relation.isversionofbkurlhttp://dx.doi.org/10.1007/978-3-642-14660-2en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2011


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