Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

Bibliographic Details
Corporate Author: Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan
Other Authors: Akahori, Jiro, Ogawa, Shigeyoshi, Watanabe, Shinzo, 1935-
Format: Conference Proceeding Book
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific, [2006]
Subjects:

MARC

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245 1 0 |a Stochastic processes and applications to mathematical finance :  |b proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /  |c editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. 
246 3 0 |a Proceedings of the 5th Ritsumeikan International Symposium 
264 1 |a Singapore ;  |a Hackensack, NJ :  |b World Scientific,  |c [2006] 
264 4 |c ©2006 
300 |a ix, 217 pages :  |b illustrations ;  |c 23 cm. 
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505 0 |a Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes / M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe. 
650 0 |a Finance  |x Mathematical models  |v Congresses. 
650 0 |a Stochastic processes  |v Congresses. 
700 1 |a Akahori, Jiro. 
700 1 |a Ogawa, Shigeyoshi. 
700 1 |a Watanabe, Shinzo,  |d 1935- 
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