Stochastic processes and applications to mathematical finance : proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003 /

Stochastic processes and applications to mathematical finance : proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003 /

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Bibliographic Details
Meeting name:Ritsumeikan International Symposium (3rd : 2003 : Kusatsu-chō, Japan)
Imprint:Singapore ; River Edge, N.J. : World Scientific, ©2004.
Description:1 online resource (viii, 400 pages)
Language:English
Subject:
Finance -- Mathematical models -- Congresses.
Stochastic processes -- Congresses.
Finance -- Mathematical models.
Stochastic processes.
Conference papers and proceedings.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11132722
Hidden Bibliographic Details
Varying Form of Title:Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003
Other authors / contributors:Akahori, Jirō.
Ogawa, Shigeyoshi.
Watanabe, Shinzo, 1935-
ISBN:9789812702852
9812702857
9812702857
9812387781
9789812387783
Notes:Includes bibliographical references.
Summary: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.

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