Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
| Автор-организации: | Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan) |
|---|---|
| Други автори: | Akahori, Jiro., Ogawa, Shigeyoshi., Watanabe, Shinzo, 1935- |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Singapore ; Hackensack, NJ :
World Scientific,
℗♭2006.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203899 |
| Подобни документи: |
Print version::
Stochastic processes and applications to mathematical finance. |
Съдържание:
- Preface
- Program
- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino
- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski
- A large trader-insider model / A. Kohatsu-Higa and A. Sulem
- [GLP & MEMM] pricing models and related problems / Y. Miyahara
- Topics related to gamma processes / M. Yamazato
- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada
- Martingale representation theorem and chaos expansion / S. Watanabe.