LEADER 04280nam 2200685Ia 450 001 9910823065503321 005 20200520144314.0 010 $a1-281-12132-0 010 $a9786611121327 010 $a981-277-044-5 035 $a(CKB)1000000000334165 035 $a(EBL)312328 035 $a(OCoLC)476099710 035 $a(SSID)ssj0000251576 035 $a(PQKBManifestationID)11206763 035 $a(PQKBTitleCode)TC0000251576 035 $a(PQKBWorkID)10176257 035 $a(PQKB)10536444 035 $a(MiAaPQ)EBC312328 035 $a(WSP)00006330 035 $a(Au-PeEL)EBL312328 035 $a(CaPaEBR)ebr10188837 035 $a(CaONFJC)MIL112132 035 $a(OCoLC)935264141 035 $a(EXLCZ)991000000000334165 100 $a20070914d2007 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic processes and applications to mathematical finance $eproceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 /$feditors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe 205 $a1st ed. 210 $aSingapore $cWorld Scientific$dc2007 215 $a1 online resource (309 p.) 300 $aDescription based upon print version of record. 311 $a981-270-413-2 320 $aIncludes bibliographical references. 327 $aPreface; Program; CONTENTS; Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy S. Ankirchner and P. Imkell; A Localization of the Levy Operators Arising in Mathematical Finances M. Arisawa; Model-free Representation of Pricing Rules as Conditional Expectations S. Biagini and R. Cont; A Class of Financial Products and Models Where Super-replication Prices are Explicit L. Carassus, E. Gobet, and E. Temam; Risky Debt and Optimal Coupon Policy and Other Optimal Strategies D. Dorobantu and M. Pontier 327 $aAffine Credit Risk Models under Incomplete Information R. Frey, C. Prosdocimi, and W. J. Runggaldier Smooth Rough Paths and the Applications K. Hara and T. Lyons; From Access to Bypass: A Real Options Approach K. Hori and K. Mizuno; The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage J. Imai and T. Watanabe; Asian Strike Options of American Type and Game Type M. Ishihara and H. Kunita; Minimal Variance Martingale Measures for Geometric Levy Processes M. Jeanblanc, S. Kloeppel, and Y. Miyahara 327 $aCubature on Wiener Space Continued C. Litterer and T. Lyons A Remark on Impulse Control Problems with Risk-sensitive Criteria H. Nagai; A Convolution Approach to Multivariate Bessel Proceses T. V. Nguyen, S. Ogawa, and M. Yamazato; Spectral Representation of Multiply Self-decomposable Stochastic Processes and Applications N. V. Thu, T. A. Dung, D. T. Dam, and N. H. Thai; Stochastic Growth Models of an Isolated Economy K. Nishioka; Numerical Approximation by Quantization for Optimization Problems in Finance under Partial Observations H. Pham 330 $aThis volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics. 517 3 $aProceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 606 $aFinance$xMathematical models$vCongresses 606 $aStochastic processes$vCongresses 615 0$aFinance$xMathematical models 615 0$aStochastic processes 676 $a519.23 686 $a31.70$2bcl 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 $a9910823065503321 996 $aStochastic processes and applications to mathematical finance$93957689 997 $aUNINA