Bøger af Pierre-Louis Lions

The series is devoted to the publication of high-level monographs and specialized graduate texts which cover the whole spectrum of applied mathematics, including its numerical aspects. The focus of the series is on the interplay between mathematical and numerical analysis, and also on its applications to mathematical models in the physical and life sciences.

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming.