Stochastic processes and applications to mathematical finance : proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003 /

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: Ritsumeikan International Symposium Kusatsu-chō, Japan
Other Authors: Akahori, Jirō, Ogawa, Shigeyoshi, Watanabe, Shinzo, 1935-
Format: Electronic Conference Proceeding eBook
Language:Inglés
Published: Singapore ; River Edge, N.J. : World Scientific, ©2004.
Subjects:
Finance > Mathematical models > Congresses.
Stochastic processes > Congresses.
Finances > Modèles mathématiques > Congrès.
Processus stochastiques > Congrès.
MATHEMATICS > Probability & Statistics > General.
Finance > Mathematical models.
Stochastic processes.
Stochastic processes
Mathematical finance
Conference papers and proceedings.
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