The fourth edition of this widely used textbook on pricing and hedging of financial derivatives n...

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...

This book is devoted to problems of stochastic control and stopping that are time inconsistent in...

This book is devoted to problems of stochastic control and stopping that are time inconsistent in...

The theory of marked point processes on the real line is of great and increasing importance in ar...