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Stochastic Processes And Applications To Mathematical Finance – Proceedings Of The Ritsumeikan International Symposium
Author(s): Jiro Akahori (Editor), Shigeyoshi Ogawa (Editor), Shinzo Watanabe (Editor)
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 7 July 2004
- Language: English
- Print length: 408 pages
- ISBN-10: 9812387781
- ISBN-13: 9789812387783
Book Description
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.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings ― Engineering & Physical Sciences
