The Paris-Princeton Lectures in Financial Mathematics, of which this is
the fourth volume, publish cutting-edge research in self-contained,
expository articles from outstanding specialists - established or on the
rise! The aim is to produce a series of articles that can serve as an
introductory reference source for research in the field. The articles
are the result of frequent exchanges between the finance and financial
mathematics groups in Paris and Princeton. The present volume sets
standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and
Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel
Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.