Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / [electronic resource] : editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. - Singapore ; Hackensack, NJ : World Scientific, c2006. - ix, 217 p. : ill.

Includes bibliographical references.

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.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
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Finance--Mathematical models--Congresses.
Stochastic processes--Congresses.


Electronic books.

HG106 / .R58 2005eb

332.01/51922

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