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010   $a1-281-91959-4
010   $a9786611919597
010   $a981-277-463-7
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100   $a20061030d2006      uy             0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aStochastic processes and applications to mathematical finance$b[electronic resource] $eproceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /$feditors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe
210   $aSingapore ;$aHackensack, NJ $cWorld Scientific$dc2006
215   $a1 online resource (228p.) 
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a981-256-519-1 
320   $aIncludes bibliographical references.
327   $aPreface -- 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.
606   $aFinance$xMathematical models$vCongresses
606   $aStochastic processes$vCongresses
608   $aElectronic books.
615  0$aFinance$xMathematical models
615  0$aStochastic processes
676   $a332.01/51922
701   $aAkahori$b Jiro$0732144
701   $aOgawa$b Shigeyoshi$0766805
701   $aWatanabe$b Shinzo$f1935-$0103661
712 12$aRitsumeikan International Symposium
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910451214003321
996   $aStochastic processes and applications to mathematical finance$91991487
997   $aUNINA