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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| 格式: | 电子 会议录 电子书 |
| 语言: | 英语 |
| 出版: |
Singapore ; Hackensack, NJ :
World Scientific,
c2006.
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| 在线阅读: | An electronic book accessible through the World Wide Web; click to view |
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书本目录:
- 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.