Paris-Princeton Lectures on Mathematical Finance

"The Paris-Princeton Lectures in Financial Mathematics", of which this is the third volume, publish, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding - established or upcoming specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume comprises articles by Rene Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyen Pham.