Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

This is the first book about the emerging field of utility indifference pricing for valuing deriv...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishe...

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

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

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

This book is devoted to the analysis of the large time asymptotics of the solutions of the heat e...

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 fi...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean fi...