Benth, F.E., Crisan, D., Guasoni, P., Manolarakis, K., Muhle-Karbe, J., Nee, C., Protter, P.E.
Henderson, Vicky, Sircar, Ronnie (Eds.)
2013, IX, 316 p. 40 illus., 34 illus. in color.
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Presents cutting-edge research in Mathematical Finance
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.