Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
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| Other Authors: | , , |
| Format: | Conference Proceeding Book |
| Language: | English |
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Singapore ; Hackensack, NJ :
World Scientific,
[2006]
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Table of Contents:
- 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.