Recent developments in mathematical finance : International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /
| Автор-организации: | International Conference on Mathematical Finance Shanghai, China) |
|---|---|
| Други автори: | Yong, J. 1958- |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
2002.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=235749 |
| Подобни документи: |
Print version::
Recent developments in mathematical finance. |
Съдържание:
- D. Heath and E. Platen
- Risk Sensitive Asset Management with Constrained
- iaing Strategies 127
- T.R. Bielecki, D. Hernandez-Hernandez, and S.R. Pliska
- On Filtering in Markovian Term Structure Models 139
- C. Chiarella, S. Pasquali, and W.J. Runggaldier
- A Theory of Volatility 151
- A. Savine
- Discrete Time Markets with Transaction Costs 168
- L. Stettner
- The Necessity of No Asymptotic Arbitrage in APT Pricing 181
- X. Lin, X. Liu, and Y. Sun
- Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 190
- S. Tang
- Options on Dividend Paying Stocks 204
- R. Beneder and T. Vorst
- Some Remarks on Arbitrage Pricing Theory 218
- J. Xia and J. Yan
- Risk: From Insurance to Finance 228
- H. Yang
- Using Stochastic Approximation Algorithms in Stock Liquidation 238
- G. Yin, Q. Zhang, and R.H. Liu
- Contingent Claims in an Illiquid Market 249
- H. Liu and J. Yong
- Arbitrage Pricing Systems in a Market Driven by an Ito Process 263
- S. Luo, J. Yan, and Q. Zhang
- Participants of the Conference 273.