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

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Functionals of Brownian Motions and LAfA(C)vy Processes
Functionals of Brownian Motions and Levy Processes
Functionals of Brownian Motions and Lévy Processes
Hedging Problem
Malliavin Calculus
Stochastic Control and Optimization
Stochastic Differential Equations
Stochastic Models of Financial Market
Stochastic Processes

Product details

  • ISBN 9789812387783
  • Publication Date: 07 Jul 2004
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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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.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