Advanced Modelling in Mathematical Finance In Honour of Ernst Eberle
This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, inc
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Jan Kallsen Antonis Papapantoleon Editors
Advanced Modelling in Mathematical Finance In Honour of Ernst Eberlein
Springer Proceedings in Mathematics & Statistics Volume 189
Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.
More information about this series at http://www.springer.com/series/10533
Jan Kallsen Antonis Papapantoleon •
Editors
Advanced Modelling in Mathematical Finance In Honour of Ernst Eberlein
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Editors Jan Kallsen Department of Mathematics Christian-Albrechts-Universität zu Kiel Kiel Germany
Antonis Papapantoleon Institute of Mathematics Technische Universität Berlin Berlin Germany
ISSN 2194-1009 ISSN 2194-1017 (electronic) Springer Proceedings in Mathematics & Statistics ISBN 978-3-319-45873-1 ISBN 978-3-319-45875-5 (eBook) DOI 10.1007/978-3-319-45875-5 Library of Congress Control Number: 2016951689 Mathematics Subject Classification (2010): 91Gxx, 91G10, 91G20, 91G30, 91G40, 91G60, 91G70, 91G80, 60G44, 60G48, 60G48 © Springer International Publishing Switzerland 2016 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface
Mathematical Finance from its modest beginnings just a few decades ago has turned i
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