Stochastic processes and applications to mathematical finance: proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003

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

Gespeichert in:
Bibliographische Detailangaben
Körperschaft: Ritsumeikan International Symposium < 2003, Kusatsu-chō, Japan> (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Pub. Co. c2004
Schlagworte:
Online-Zugang:FHN01
Volltext
Zusammenfassung: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
Beschreibung:viii, 400 p
ISBN:9789812702852

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen