书目详细信息
： STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATI
书目信息 机读格式(MARC)
| ISBN： | 9812565191 |
|---|---|
| 编目源： | AZS AZS BAKER |
| 会议名称： | Ritsumeikan International Symposium |
| 题名： | 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. |
| 索书号： | F830/A313E |
| 出版发行项： | Singapore ; Hackensack, NJ : World Scientific, c2006. |
| 载体形态： | ix, 217 p. : ill. ; 23 cm. |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | 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. |