02202nam a22003494a 4500 ebr10201324 CaPaEBR m u cr cn||||||||| 061030s2006 si a sb 100 0 eng c 2006284956 9812565191 CaPaEBR CaPaEBR (OCoLC)614463794 HG106 .R58 2005eb 332.01/51922 22 Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan) Stochastic processes and applications to mathematical finance [electronic resource] : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / 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. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Finance Mathematical models Congresses. Stochastic processes Congresses. Electronic books. local Akahori, Jiro. Ogawa, Shigeyoshi. Watanabe, Shinzo, 1935- ebrary, Inc. http://site.ebrary.com/lib/rucke/Doc?id=10201324 An electronic book accessible through the World Wide Web; click to view 222811 222811