Shinzo Watanabe, Watanabe (redaktør)

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium e-bog

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Forfattere Shinzo Watanabe, Watanabe (redaktør)

Forlag World Scientific

Udgivet 6 juli 2004

Længde 408 sider

Genrer Labour / income economics

Sprog English

Format pdf

Beskyttelse LCP

ISBN 9789814483094

Beskrivelse

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