Proceedings of the Ritsumeikan International Symposium - Hardcover

Ritsumeikan International Symposium 2003; Akahori, Jiro; Ogawa, Shigeyoshi; Watanabe, Shinzo

 
9789812387783: Proceedings of the Ritsumeikan International Symposium

Inhaltsangabe

This book contains 18 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

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