Editorial Board

Editors-in-Chief

Rene Carmona
Princeton University
Operations Research & Financial Engineering
Princeton, NJ 08544
E-mail: rcarmona princeton.edu

Ronnie Sircar
Princeton University
Operations Research & Financial Engineering
Princeton, NJ 08544
E-mail: sircar princeton.edu

 

Associate Editors

Yacine Ait-Sahalia
Princeton University
Bendheim Center for Finance
26 Prospect Avenue
Princeton, NJ 08540-5296
E-mail: yacine princeton.edu

Peter Bank
Technische Universität Berlin
Institut für Mathematik
Sekr. MA 7-1
Straße des 17. Juni 136
D-10623 Berlin
Germany
E-mail: bank math.tu-berlin.de

Fred Espen Benth
University of Oslo
Centre of Mathematics for Applications
PO Box 1053 Blindern
N-0316 Oslo
Norway
E-mail: fredb math.uio.no

Patrick Cheridito
Princeton University
ORFE
204 Sherrerd Hall
Princeton, NJ  08544
E-mail: dito princeton.edu

Rama Cont
Laboratoire de Probabilités & Modèles Aléatoires
CNRS - Université Pierre & Marie Curie
4 place Jussieu, Boite 188
75252 Paris, France
E-mail: rama.cont upmc.fr

Damir Filipovic
Ecole Polytechnique Federale de Lausanne
Swiss Finance Institute
Quartier UNIL-Dorigny
Batiment Extranef
Lausanne, 1015
Switzerland
E-mail: damir.filipovic epfl.ch

Jean-Pierre Fouque
University of California at Santa Barbara
Department of Statistics and Applied Probability
Santa Barbara, CA 93106-3110
E-mail: fouque pstat.ucsb.edu

Jim Gatheral
Baruch College, The City University of New York
Department of Mathematics
One Bernard Baruch Way
New York, NY 10010
E-mail: jim.gatheral baruch.cuny.edu

Kay Giesecke
Stanford University
Management Science and Engineering
375 Via Ortega
Stanford, CA 94305
E-mail: giesecke stanford.edu

Mike Giles
Oxford University
Mathematical Institute
24-29 St Giles'
Oxford OX1 3LB
UK
E-mail: mike.giles maths.ox.ac.uk

Paul Glasserman
Columbia University
Graduate School of Business
403 Uris Hall
New York, NY 10027
E-mail: pg20 columbia.edu

Vicky Henderson
University of Oxford
The Oxford-Man Institute
Eagle House
Walton Well Road
Oxford, OX2 6ED
UK
E-mail: vicky.henderson oxford-man.ox.ac.uk

Ulrich Horst
Humboldt University Berlin
Department of Mathematics
Unter den Linden 6
10099 Berlin
Germany
E-mail: horst mathematik.hu-berlin.de

Arturo Kohatsu-Higa
Osaka University
Graduate School of Engineering Sciences
Machikaneyama cho 1-3
Building J, 614
Osaka 560-8531
Japan
E-mail: arturokohatsu gmail.com

Roger Lee
University of Chicago
Department of Mathematics
5727 S. University Ave
Chicago IL 60637
E-mail: rogerlee math.uchicago.edu

Jin Ma
University of Southern California
Department of Mathematics
3620 S. Vermont Ave, KAP 108
Los Angeles, CA 90089-2532
E-mail: jinma usc.edu

George Papanicolaou
Stanford University
Mathematics Department
Stanford, CA 94305
E-mail: papanico math.stanford.edu

Shige Peng
Shandong University
School of Mathematics
27 Shanda South Street
Jinan, Shandong 250100
China
E-mail: peng sdu.edu.cn

Philip Protter
Columbia University
Statistics Department
1255 Amsterdam Ave, Room 1029 SSW
MC 4690
New York, NY 10027
E-mail: protter stat.columbia.edu

Chris Rogers
Cambridge University
Statistical Laboratory
Wilberforce Road
Cambridge  CB3 0WB
UK
E-mail: L.C.G.rogers statslabl.cam.ac.uk

Alexander Schied
University of Mannheim
Department of Mathematics
A 5, 6
Mannheim, 68131
Germany
E-mail: schied uni-mannheim.de

H. Mete Soner
Department of Mathematics
ETH Zurich, HG1
8092 Zurich
Switzerland
E-mail: hmsoner math.ethz.ch

Agnes Sulem
INRIA-Rocquencourt
Domaine de Voluceau
BP 105 - 78153 Le Chesnay cedex
France
E-mail: agnes.sulem inria.fr

Peter Tankov
Université Paris-Diderot
Laboratoire de Probabilités et Modèles Aléatoires
(Paris 7) Site Chevaleret
Case 7012
75205 Paris Cedex 13
France
E-mail: tankov math.univ-paris-diderot.fr

Michael Tehranchi
University of Cambridge
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
UK
E-mail: m.tehranchi statslab.cam.ac.uk

Nizar Touzi
Ecole Polytechnique
Centre de Mathématiques Appliquées
UMR CNRS 7641
91128 Palaiseau Cedex
France
E-mail: touzi cmapx.polytechnique.fr

Thaleia Zariphopoulou
University of Texas at Austin
Department of Mathematics
Austin, Texas 78712
E-mail: Thaleia.Zariphopoulou oxford-man.ox.ac.uk

Xun Yu Zhou
University of Oxford
Mathematical Institute
24-29 St Giles
Oxford OX1 3LB
United Kingdom
E-mail: zhouxy maths.ox.ac.uk