02729nam 22006134a 450 991045121400332120200520144314.01-281-91959-49786611919597981-277-463-7(CKB)1000000000415755(StDuBDS)AH24684536(SSID)ssj0000251575(PQKBManifestationID)11228930(PQKBTitleCode)TC0000251575(PQKBWorkID)10174121(PQKB)10741589(MiAaPQ)EBC1679859(WSP)00005956(Au-PeEL)EBL1679859(CaPaEBR)ebr10201324(CaONFJC)MIL191959(OCoLC)879024193(EXLCZ)99100000000041575520061030d2006 uy 0engur|||||||||||txtccrStochastic processes and applications to mathematical finance[electronic resource] proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo WatanabeSingapore ;Hackensack, NJ World Scientificc20061 online resource (228p.) Bibliographic Level Mode of Issuance: Monograph981-256-519-1 Includes bibliographical references.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.FinanceMathematical modelsCongressesStochastic processesCongressesElectronic books.FinanceMathematical modelsStochastic processes332.01/51922Akahori Jiro732144Ogawa Shigeyoshi766805Watanabe Shinzo1935-103661Ritsumeikan International SymposiumMiAaPQMiAaPQMiAaPQBOOK9910451214003321Stochastic processes and applications to mathematical finance1991487UNINA