Stochastic processes and applications to mathematical finance - proceedings of the ritsumeikan international symposium
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812387783
Date de publication :
7 juil. 2004
Langue :
Anglais
Pays d'origine :
Singapour
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.