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Applied probability : proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999 : Institute of Mathematical Sciences at the Chinese University of Hong Kong, Hong Kong, China / Raymond Chan ... [et al.], editors.
- Format:
- Book
- Conference/Event
- Conference Name:
- IMS Workshop on Applied Probability (1999 : Chinese University of Hong Kong)
- Series:
- AMS/IP Studies in Advanced Mathematics, 2472-5153 ; v. 26
- Language:
- English
- Subjects (All):
- Probabilities--Congresses.
- Probabilities.
- Physical Description:
- 1 online resource (vii, 148 p. : ill.)
- Place of Publication:
- Providence, R.I. : American Mathematical Society : International Press, c2002.
- System Details:
- Mode of access : World Wide Web
- Contents:
- A direct method for stochastic automata networks Estimating the speed of random walks A new story of ergodic theory Solvability of a stochastic linear quadratic optimal control problem Convertible bonds with market risk and credit risk Quasi-Monte Carlo methods and their randomizations Contingent claim approach for analyzing the credit risk of defaultable currency swaps Dynamic insider trading A new hedging model and a nonlinear generalization of Black-Scholes formula An overview on the Martingale approach to option pricing On comparison theorems for diffusion processes
- Notes:
- Includes bibliographical references.
- Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
- Description based on print version record.
- Other Format:
- Print version: Applied probability :
- ISBN:
- 9781470438166 (online)
- Access Restriction:
- Restricted for use by site license.
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