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1、LectureNotesinMathematics1656Editors:A.Dold,HeidelbergETakens,GroningenSubseries:FondazioneC.I.M.E.,FirenzeAdvisor:RobertoContiSpringerBerlinHeidelbergNewYorkBarcelonaBudapestHongKongLondonMilanParisSantaClaraSingaporeTokyoB.BiaisT.Bji3rkJ.Cvitani6N.E1Karo

2、uiE.JouiniJ.C.RochetFinancialMathematicsLecturesgivenatthe3rdSessionoftheCentroInternazionaleMatematicoEstivo(C.I.M.E.)heldinBressanone,Italy,July8-13,1996Editor:W.J.RunggaldierFondazioneC.I.M.E.~SpringerAuthorsElyrsJouiniEcoleNationaledelaStatistiqueBruno

3、Biaisetdel'AdministraionEconomique(ENSAE)JeanCharlesRochet3,av.PierreLarousseUniversit6desSciencesSocialesF-92245MalakoffCedex,FrancedeToulouseInstitutd'EconomieIndustrielleF-31000Toulouse,FranceEditorThomasBj0rkWolfgangJ.RunggaldierStockholmSchoolofEconom

4、icsDipartimentodiMatematicaPuraeApplicataDepartmentofFinanceUniversit?adiPadovaBox6501ViaBelzoni,7S-11383Stockholm,Sweden1-35131Padova,ItalyJak~aCvitanidColumbiaUniversityDepartmentofStatisticsNewYork,NY10027,USANicoleE1KarouiUniversit6deParisVILaboratoire

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7、nancialmathematics:heldinBressanone,Italy,July8-13,1996/B.Biais...Ed.:W.Runggaldier.-Berlin;Heidelberg;NewYork;Barcelona;Budapest;HongKong;London;Milan;Paris;SantaClara;Singapore;Tokyo:Springer,1997(Lecturesgivenatthe...sessionoftheCentrolnternazionaleMate

8、maticoEstivo(CIME)...;1996,3)(Lecturenotesinmathematics;Vol.1656:Subseries:FondazioneCIME)ISBN3-540-62642-5NE:Biais,Bruno;Runggaldier,Wolfgang[Hrsg.];2.GTMathematicsSubjectClassification(1991):90A09,90A10,90A