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.
| Author/creator | Ritsumeikan International Symposium |
| Other author | Akahori, Jiro. |
| Other author | Ogawa, Shigeyoshi. |
| Other author | Watanabe, Shinzo, 1935- |
| Format | Electronic |
| Publication Info | Singapore ; Hackensack, NJ : World Scientific, |
| Description | ix, 217 p. : ill. ; 23 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| 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. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2006284956 |
| ISBN | 9812565191 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |