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

Publisher

World Scientific Publishing Comp

Publication Date

2004

Language

English

ISBN 10

9812387781

ISBN 13

9789812387783

Binding

hardcover

Condition

Very Good

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About this title

Synopsis

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L�vy 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

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