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.

Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: Ritsumeikan International Symposium Kusatsu-chō, Japan
Autres auteurs: Akahori, Jirō, Ogawa, Shigeyoshi, Watanabe, Shinzo, 1935-
Format: Électronique Actes de congrès eBook
Langue:Inglés
Publié: Singapore ; River Edge, N.J. : World Scientific, ©2004.
Sujets:
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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