This is the first book about the emerging field of utility indifference pricing for valuing deriv...
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishe...
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publis...
This book is devoted to the analysis of the large time asymptotics of the solutions of the heat e...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...
The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically dev...
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...