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

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Bibliographic Details
Corporate Author: Ritsumeikan International Symposium < 2003, Kusatsu-chō, Japan> (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c2004
Subjects:
Online Access:FHN01
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Summary: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
Physical Description:viii, 400 p
ISBN:9789812702852

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