Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) - Hardcover

Hardcover

ISBN 10: 9812387781 ISBN 13: 9789812387783

Publisher: World Scientific Publishing Company, 2004

Synopsis

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(R) (ISTP(R) / ISI Proceedings)- Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings(R) (ISSHP(R) / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)- CC Proceedings -- Engineering & Physical Sciences

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2004
• Language: English
• ISBN 10: 9812387781
• ISBN 13: 9789812387783
• Binding: Hardcover
• Number of pages: 408
• Editor: Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo