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

Mark Broadie
Columbia University
Graduate School of Business
3022 Broadway, 415 Uris Hall
New York, NY 10027-6902
E-mail: mnb2 columbia.edu

Patrick Cheridito
Princeton University
ORFE
204 Sherrerd Hall
Princeton, NJ  08544
dito princeton.edu

Rama Cont
Columbia University
IEOR Department
New York, New York 10027
E-mail: Rama.Cont columbia.edu

Jaksa Cvitanic
California Institute of Technology
Division of the Humanities and Social Sciences
Pasadena, CA 91125
E-mail: cvitanic hss.caltech.edu

Mark Davis
Imperial College London
Department of Mathematics
London SW7 2AZ
UK
E-mail: mark.davis imperial.ac.uk

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

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

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

Sam Howison
Oxford University
Mathematical Institute
24-29 St Giles'
Oxford OX1 3LB
UK
E-mail: howison maths.ox.ac.uk

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

Terry Lyons
Oxford University
Mathematical Institute
24-29 St Giles'
Oxford OX1 3LB
UK
E-mail: tlyons maths.ox.ac.uk

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: papanicolaou 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 statslab.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 at math.ethz.ch

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

Denis Talay
INRIA, Sophia Antipolis
2004 route des Lucioles
BP 93, F-06902 Sophia Antipolis
France
E-mail: denis.talay sophia.inria.fr

Michael Tehranchi
University of Cambridge
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
United Kingdom
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: zariphop math.utexas.edu

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