Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium 1
bokomslag Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium
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Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium

Jiro Akahori • Shigeyoshi Ogawa • Shinzo Watanabe

Inbunden

2579:-

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  • 408 sidor
  • 2004
This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lvy 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 (ISTP / ISI Proceedings) Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings) Index to Social Sciences & Humanities Proceedings (ISSHP / ISI Proceedings) Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings) CC Proceedings Engineering & Physical Sciences
  • Författare: Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe
  • Format: Inbunden
  • ISBN: 9789812387783
  • Språk: Engelska
  • Antal sidor: 408
  • Utgivningsdatum: 2004-07-01
  • Förlag: World Scientific Publishing Co Pte Ltd

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