Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
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| Corporate Authors: | , |
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| Other Authors: | , , |
| Format: | Electronic Conference Proceeding eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, NJ :
World Scientific,
c2006.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 111 | 2 | |a Ritsumeikan International Symposium |n (5th : |d 2005 : |c Ritsumeikan Daigaku, Japan) | |
| 245 | 1 | 0 | |a Stochastic processes and applications to mathematical finance |h [electronic resource] : |b proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / |c editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. |
| 260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c c2006. | ||
| 300 | |a ix, 217 p. : |b ill. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Finance |x Mathematical models |v Congresses. | |
| 650 | 0 | |a Stochastic processes |v Congresses. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Akahori, Jiro. | |
| 700 | 1 | |a Ogawa, Shigeyoshi. | |
| 700 | 1 | |a Watanabe, Shinzo, |d 1935- | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10201324 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 85427 |d 85427 | ||