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Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
- Format:
- Book
- Conference/Event
- Author/Creator:
- Ritsumeikan International Symposium, Corporate Author.
- Conference Name:
- Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan)
- Ritsumeikan International Symposium
- Language:
- English
- Subjects (All):
- Finance--Mathematical models--Congresses.
- Finance.
- Stochastic processes--Congresses.
- Stochastic processes.
- Physical Description:
- 1 online resource (228p.)
- Edition:
- 1st ed.
- Place of Publication:
- Singapore ; Hackensack, NJ : World Scientific, c2006.
- Language Note:
- English
- Contents:
- 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.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references.
- ISBN:
- 9786611919597
- 9781281919595
- 1281919594
- 9789812774637
- 9812774637
- OCLC:
- 879024193
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