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

 
9789812387783: Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium

Synopsis

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

"synopsis" may belong to another edition of this title.

Synopsis

This book contains 17 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.

"About this title" may belong to another edition of this title.