TY  - BOOK
AU  - Akahori,Jiro
AU  - Ogawa,Shigeyoshi
AU  - Watanabe,Shinzo
ED  - Ritsumeikan International Symposium
ED  - ebrary, Inc.
TI  - Stochastic processes and applications to mathematical finance: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 
AV  - HG106 .R58 2005eb
U1  - 332.01/51922 22
PY  - 2006///
CY  - Singapore, Hackensack, NJ
PB  - World Scientific
KW  - Finance
KW  - Mathematical models
KW  - Congresses
KW  - Stochastic processes
KW  - Electronic books
KW  - local
N1  - 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
UR  - http://site.ebrary.com/lib/rucke/Doc?id=10201324
ER  -