Contributions

  • Nizar Touzi (Editor) - Contributor
  • René A. Carmona (Editor) - Contributor
  • Erhan Cinlar (Editor) - Contributor
  • Ivar Ekeland (Editor) - Contributor
  • Elyès Jouini (Editor) - Contributor
and 1 more
  • José A. Scheinkman (Editor) - Contributor

Publication

2003-09-29 - Springer

Language

English

Word Count

43,000 words, Guess

Page Count

172 pages

Physical Format

Paperback

Identifiers

and 3 more
  • Library of Congress Control Number2003057373
  • Goodreads423766
  • LibraryThing8465938

Classifications

  • LCCQA3 .L28 no. 1814

First Sentence

At first sight, the optimization problems of exercising an American option, of allocating effort to several parallel projects, and of choosing an intertemporal consumption plan seem to be rather different in nature.

Subjects

Other Editions

  • Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics)PaperbackSpringer2003-09-29

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